-38.4%
CPB vs BBWI
-66.8%
+28.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.1% | +4.9% | +1.9% |
| 7D | -8.2% | +1.6% | -9.8% | -8.3% |
| 30D | -5.6% | -6.2% | +0.6% | -5.4% |
| 3M | +3.0% | +4.3% | -1.4% | +2.8% |
| 6M | -12.7% | -7.2% | -5.5% | -12.6% |
| YTD | -18.0% | -3.0% | -14.9% | -18.1% |
| 1Y | -31.7% | -30.8% | -1.0% | -31.2% |
| 3Y | -41.0% | -43.4% | +2.4% | -40.6% |
| 5Y | -38.4% | -66.7% | +28.3% | -38.4% |
| All | -38.4% | -66.8% | +28.4% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling