+1,304.3%
CNP vs WWD
+15,408.5%
-14,104.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.8% | -1.0% |
| 7D | +1.1% | +1.3% | -0.2% | +0.8% |
| 30D | -1.8% | -7.2% | +5.3% | -0.4% |
| 3M | -4.6% | -3.8% | -0.8% | -4.3% |
| 6M | -8.8% | -9.9% | +1.1% | -7.8% |
| YTD | +5.2% | +14.8% | -9.6% | +0.9% |
| 1Y | +8.3% | +42.1% | -33.8% | -1.2% |
| 3Y | +54.9% | +170.8% | -115.9% | +21.1% |
| 5Y | +73.5% | +197.5% | -124.0% | +30.6% |
| 10Y | +139.1% | +477.8% | -338.7% | +53.8% |
| All | +1,304.3% | +15,408.5% | -14,104.2% | +502.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling