+5.8%
CNP vs WWD
+23.9%
-18.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.8% | -0.1% |
| 7D | +2.5% | +8.2% | -5.7% | +2.2% |
| 30D | +4.0% | -0.2% | +4.2% | +4.0% |
| 3M | +1.6% | -8.4% | +10.1% | +1.7% |
| 6M | -1.7% | -9.5% | +7.8% | -1.6% |
| YTD | +8.6% | +10.1% | -1.4% | +8.5% |
| 1Y | +5.8% | +21.6% | -15.8% | +5.9% |
| All | +5.8% | +23.9% | -18.1% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling