+1,344.7%
CNP vs WWD
+14,812.3%
-13,467.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.9% | -4.5% | -0.6% |
| 7D | -4.3% | +4.2% | -8.5% | -5.2% |
| 30D | +5.7% | -0.8% | +6.5% | +5.7% |
| 3M | +0.9% | -8.2% | +9.1% | +2.4% |
| 6M | -1.1% | -9.8% | +8.8% | +0.3% |
| YTD | +8.3% | +10.4% | -2.1% | +4.4% |
| 1Y | +5.9% | +25.5% | -19.6% | -0.9% |
| 3Y | +64.6% | +155.8% | -91.2% | +30.0% |
| 5Y | +74.6% | +187.3% | -112.7% | +32.1% |
| 10Y | +139.8% | +462.7% | -322.9% | +54.8% |
| All | +1,344.7% | +14,812.3% | -13,467.6% | +523.4% |
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