+2,393.1%
PWR vs CNP
+137.1%
+2,256.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.6% |
| 7D | -0.2% | -2.2% | +1.9% | +0.8% |
| 30D | -7.7% | -2.1% | -5.7% | -6.9% |
| 3M | -4.9% | -7.9% | +3.0% | -1.8% |
| 6M | +9.7% | -8.3% | +18.1% | +13.5% |
| YTD | +46.7% | +3.8% | +42.9% | +43.5% |
| 1Y | +58.7% | +5.9% | +52.8% | +53.5% |
| 3Y | +200.7% | +49.3% | +151.4% | +145.3% |
| 5Y | +438.6% | +69.3% | +369.3% | +312.0% |
| All | +2,393.1% | +137.1% | +2,256.0% | +1,451.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling