-34.7%
CPB vs BBWI
-28.0%
-6.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -1.0% |
| 7D | +8.0% | -6.2% | +14.2% | +8.5% |
| 30D | +22.4% | +19.9% | +2.4% | +21.1% |
| 3M | +3.8% | +7.1% | -3.3% | +3.3% |
| 6M | +13.7% | +13.7% | 0.0% | +12.6% |
| YTD | -11.7% | +9.6% | -21.3% | -12.6% |
| 1Y | -18.1% | -1.6% | -16.5% | -18.6% |
| 3Y | -34.7% | -25.9% | -8.9% | -36.3% |
| All | -34.7% | -28.0% | -6.7% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling