-46.9%
CPB vs WSM
+1,058.9%
-1,105.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.7% | -2.6% | -4.2% |
| 7D | -5.4% | +0.4% | -5.8% | -5.4% |
| 30D | -7.8% | -10.7% | +2.9% | -7.3% |
| 3M | -6.9% | +8.5% | -15.4% | -7.3% |
| 6M | -12.2% | +19.6% | -31.8% | -13.1% |
| YTD | -21.1% | +26.6% | -47.7% | -22.2% |
| 1Y | -33.5% | +12.0% | -45.5% | -34.0% |
| 3Y | -43.2% | +226.6% | -269.8% | -47.6% |
| 5Y | -40.9% | +174.1% | -215.0% | -45.5% |
| All | -46.9% | +1,058.9% | -1,105.7% | -55.5% |
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