-43.4%
CPB vs BBWI
-58.2%
+14.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.3% | +6.8% | +0.7% |
| 7D | -8.0% | -4.4% | -3.6% | -7.9% |
| 30D | -2.4% | -7.4% | +5.0% | -2.3% |
| 3M | +0.5% | -2.2% | +2.8% | +0.6% |
| 6M | -10.5% | -16.3% | +5.8% | -10.2% |
| YTD | -17.5% | -9.1% | -8.4% | -17.5% |
| 1Y | -31.0% | -34.5% | +3.5% | -30.7% |
| 3Y | -40.6% | -47.0% | +6.3% | -40.3% |
| 5Y | -37.7% | -68.8% | +31.1% | -37.2% |
| 10Y | -43.4% | -57.4% | +13.9% | -39.5% |
| All | -43.4% | -58.2% | +14.8% | -39.5% |
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