-37.7%
CPB vs WSM
+182.5%
-220.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -8.0% | +2.6% | -10.6% | -8.1% |
| 30D | -2.4% | -9.3% | +6.9% | -2.1% |
| 3M | +0.5% | +7.1% | -6.5% | +0.4% |
| 6M | -10.5% | +21.7% | -32.2% | -10.9% |
| YTD | -17.5% | +28.7% | -46.3% | -18.1% |
| 1Y | -31.0% | +13.9% | -44.9% | -31.3% |
| 3Y | -40.6% | +232.2% | -272.8% | -42.2% |
| 5Y | -37.7% | +176.4% | -214.1% | -40.4% |
| All | -37.7% | +182.5% | -220.2% | -40.4% |
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