+4.2%
WBD vs CNP
+70.6%
-66.4%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.4% |
| 7D | -1.7% | +0.7% | -2.3% | -2.0% |
| 30D | +3.9% | -0.1% | +3.9% | +3.8% |
| 3M | +5.1% | -5.6% | +10.7% | +7.4% |
| 6M | +0.6% | -7.5% | +8.1% | +3.3% |
| YTD | -3.2% | +5.5% | -8.7% | -6.6% |
| 1Y | +127.7% | +8.3% | +119.3% | +116.2% |
| 3Y | +146.6% | +51.8% | +94.8% | +92.2% |
| 5Y | +4.2% | +69.9% | -65.7% | -21.7% |
| All | +4.2% | +70.6% | -66.4% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling