+7.0%
WMT vs CNP
+7.2%
-0.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | +3.9% | +1.1% | +2.8% | +3.6% |
| 30D | -4.4% | -1.8% | -2.6% | -3.9% |
| 3M | -8.8% | -4.6% | -4.1% | -7.5% |
| 6M | -15.6% | -8.8% | -6.8% | -13.1% |
| YTD | -3.2% | +5.2% | -8.5% | -4.7% |
| 1Y | +7.0% | +8.3% | -1.3% | +5.6% |
| All | +7.0% | +7.2% | -0.2% | +5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling