-39.4%
CPB vs BBWI
-44.4%
+5.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | +2.9% | -4.2% | +7.1% | +3.0% |
| 30D | +17.6% | +24.9% | -7.3% | +17.0% |
| 3M | +2.0% | +13.2% | -11.2% | +1.7% |
| 6M | +11.6% | +12.1% | -0.5% | +11.2% |
| YTD | -13.8% | +11.1% | -24.8% | -14.1% |
| 1Y | -21.6% | +0.7% | -22.3% | -21.8% |
| 3Y | -35.8% | -23.8% | -12.1% | -35.9% |
| 5Y | -33.3% | -66.9% | +33.6% | -33.0% |
| 10Y | -39.4% | -45.3% | +5.9% | -36.3% |
| All | -39.4% | -44.4% | +5.0% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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