+65.4%
CNP vs WSM
+255.1%
-189.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.3% | 0.0% |
| 7D | +2.5% | -3.2% | +5.6% | +2.6% |
| 30D | +4.0% | +4.6% | -0.6% | +3.9% |
| 3M | +1.6% | +2.4% | -0.8% | +1.5% |
| 6M | -1.7% | +43.7% | -45.4% | -2.9% |
| YTD | +8.6% | +42.1% | -33.5% | +7.2% |
| 1Y | +5.8% | +32.3% | -26.4% | +4.7% |
| All | +65.4% | +255.1% | -189.7% | +42.9% |
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