+210.6%
PWR vs CNP
+54.5%
+156.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +2.0% |
| 7D | +4.5% | +1.6% | +2.9% | +4.0% |
| 30D | -4.9% | -0.8% | -4.1% | -4.7% |
| 3M | -7.9% | -3.6% | -4.3% | -7.4% |
| 6M | +18.3% | -6.9% | +25.3% | +20.3% |
| YTD | +51.5% | +6.4% | +45.1% | +47.9% |
| 1Y | +70.3% | +9.9% | +60.4% | +64.3% |
| 3Y | +210.6% | +53.1% | +157.5% | +165.1% |
| All | +210.6% | +54.5% | +156.1% | +165.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling