+10,793.7%
WMT vs CNP
+1,900.2%
+8,893.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.4% |
| 7D | +2.0% | +1.3% | +0.7% | +1.8% |
| 30D | +10.3% | +3.8% | +6.5% | +9.6% |
| 3M | +11.0% | +2.4% | +8.6% | +10.5% |
| 6M | -2.3% | -1.2% | -1.2% | -2.3% |
| YTD | +15.7% | +9.3% | +6.4% | +14.0% |
| 1Y | +26.0% | +6.4% | +19.5% | +24.6% |
| 3Y | +136.5% | +66.4% | +70.2% | +118.4% |
| 5Y | +176.8% | +75.7% | +101.2% | +153.0% |
| 10Y | +537.5% | +145.1% | +392.4% | +441.0% |
| All | +10,793.7% | +1,900.2% | +8,893.5% | +3,966.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling