+53.1%
CNP vs WSM
+239.4%
-186.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.1% |
| 7D | +1.6% | +2.6% | -0.9% | +1.6% |
| 30D | -0.8% | -9.5% | +8.7% | -0.4% |
| 3M | -3.6% | +12.9% | -16.5% | -4.0% |
| 6M | -6.9% | +23.0% | -30.0% | -7.7% |
| YTD | +6.4% | +28.9% | -22.5% | +5.3% |
| 1Y | +9.9% | +13.7% | -3.7% | +9.3% |
| 3Y | +53.1% | +232.6% | -179.5% | +35.8% |
| All | +53.1% | +239.4% | -186.3% | +35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling