+1,812.7%
CNP vs WSM
+34,755.7%
-32,943.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -1.0% |
| 7D | +1.1% | -3.3% | +4.4% | +1.4% |
| 30D | -1.8% | -8.4% | +6.6% | -1.1% |
| 3M | -4.6% | +9.7% | -14.3% | -5.5% |
| 6M | -8.8% | +16.7% | -25.5% | -10.2% |
| YTD | +5.2% | +28.7% | -23.4% | +2.7% |
| 1Y | +8.3% | +13.7% | -5.3% | +6.6% |
| 3Y | +54.9% | +230.1% | -175.2% | +36.4% |
| 5Y | +73.5% | +179.0% | -105.5% | +52.5% |
| 10Y | +139.1% | +1,002.5% | -863.4% | +81.9% |
| All | +1,812.7% | +34,755.7% | -32,943.0% | +1,066.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling