-30.4%
CPB vs TW
-15.9%
-14.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.4% |
| 7D | -8.6% | -2.3% | -6.3% | -8.5% |
| 30D | -7.2% | +3.9% | -11.2% | -7.4% |
| 3M | +0.9% | +5.7% | -4.8% | +1.3% |
| 6M | -11.8% | -14.5% | +2.7% | -11.8% |
| YTD | -19.4% | -0.9% | -18.5% | -19.5% |
| 1Y | -30.4% | -13.5% | -16.9% | -35.8% |
| All | -30.4% | -15.9% | -14.5% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling