+140.6%
CNP vs WSM
+1,113.6%
-973.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.3% | +0.5% |
| 7D | +2.5% | -3.2% | +5.6% | +2.9% |
| 30D | +4.0% | +4.6% | -0.6% | +3.3% |
| 3M | +1.6% | +2.4% | -0.8% | +1.1% |
| 6M | -1.7% | +43.7% | -45.4% | -6.9% |
| YTD | +8.6% | +42.1% | -33.5% | +2.6% |
| 1Y | +5.8% | +32.3% | -26.4% | +0.9% |
| 3Y | +63.0% | +253.0% | -190.0% | +26.7% |
| 5Y | +74.7% | +161.3% | -86.6% | +39.5% |
| All | +140.6% | +1,113.6% | -973.0% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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