+9,012.0%
WMT vs CNP
+1,826.3%
+7,185.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | +3.9% | +1.1% | +2.8% | +3.8% |
| 30D | -4.4% | -1.8% | -2.6% | -4.1% |
| 3M | -8.8% | -4.6% | -4.1% | -8.2% |
| 6M | -15.6% | -8.8% | -6.8% | -14.5% |
| YTD | -3.2% | +5.2% | -8.5% | -4.0% |
| 1Y | +7.0% | +8.3% | -1.3% | +5.7% |
| 3Y | +105.3% | +54.9% | +50.4% | +91.6% |
| 5Y | +129.3% | +73.5% | +55.8% | +109.9% |
| 10Y | +423.9% | +139.1% | +284.8% | +346.3% |
| All | +9,012.0% | +1,826.3% | +7,185.6% | +3,322.4% |
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