+69.9%
CNP vs WSM
+182.5%
-112.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.9% |
| 7D | +0.7% | +2.6% | -2.0% | +0.5% |
| 30D | -0.1% | -9.3% | +9.2% | +0.5% |
| 3M | -5.6% | +7.1% | -12.7% | -6.1% |
| 6M | -7.5% | +21.7% | -29.2% | -8.7% |
| YTD | +5.5% | +28.7% | -23.2% | +3.7% |
| 1Y | +8.3% | +13.9% | -5.5% | +7.2% |
| 3Y | +51.8% | +232.2% | -180.4% | +35.2% |
| 5Y | +69.9% | +176.4% | -106.5% | +49.2% |
| All | +69.9% | +182.5% | -112.6% | +49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling