+534.7%
WMT vs CNP
+145.0%
+389.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -1.2% | +2.5% | -3.6% | -1.7% |
| 30D | +12.4% | +4.0% | +8.3% | +11.3% |
| 3M | +9.0% | +1.6% | +7.4% | +8.5% |
| 6M | -3.0% | -1.7% | -1.3% | -2.8% |
| YTD | +14.0% | +8.6% | +5.4% | +11.7% |
| 1Y | +23.0% | +5.8% | +17.2% | +21.2% |
| 3Y | +135.1% | +63.0% | +72.1% | +110.2% |
| 5Y | +172.7% | +74.7% | +98.1% | +139.9% |
| All | +534.7% | +145.0% | +389.6% | +392.7% |
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 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