-30.7%
CPB vs BBWI
-67.9%
+37.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -1.1% |
| 7D | +8.0% | -6.2% | +14.2% | +8.3% |
| 30D | +22.4% | +19.9% | +2.4% | +21.5% |
| 3M | +3.8% | +7.1% | -3.3% | +3.5% |
| 6M | +13.7% | +13.7% | 0.0% | +13.0% |
| YTD | -11.7% | +9.6% | -21.3% | -12.3% |
| 1Y | -18.1% | -1.6% | -16.5% | -18.5% |
| 3Y | -34.7% | -25.9% | -8.9% | -34.7% |
| All | -30.7% | -67.9% | +37.2% | -32.4% |
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