+1,812.7%
CNP vs WY
+688.1%
+1,124.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | +1.1% | -1.7% | +2.8% | +1.6% |
| 30D | -1.8% | -10.1% | +8.3% | +1.0% |
| 3M | -4.6% | -5.1% | +0.5% | -3.5% |
| 6M | -8.8% | -4.8% | -4.1% | -8.0% |
| YTD | +5.2% | -0.2% | +5.5% | +4.6% |
| 1Y | +8.3% | -6.6% | +14.9% | +9.3% |
| 3Y | +54.9% | -22.7% | +77.6% | +62.4% |
| 5Y | +73.5% | -22.2% | +95.7% | +79.1% |
| 10Y | +139.1% | +7.3% | +131.8% | +117.6% |
| All | +1,812.7% | +688.1% | +1,124.6% | +1,034.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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