+61.1%
CNP vs WWD
+145.1%
-83.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.4% | -1.7% | +1.5% |
| 7D | -4.2% | +4.2% | -8.3% | -4.4% |
| 30D | +5.5% | -2.1% | +7.7% | +5.6% |
| 3M | +0.6% | -13.2% | +13.7% | +1.5% |
| 6M | -2.8% | -16.9% | +14.0% | -1.8% |
| YTD | +7.9% | +5.2% | +2.6% | +6.3% |
| 1Y | +6.7% | +20.6% | -13.9% | +3.6% |
| 3Y | +61.1% | +146.3% | -85.2% | +35.8% |
| All | +61.1% | +145.1% | -83.9% | +35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling