-21.5%
CPB vs TW
+298.0%
-319.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.1% |
| 7D | -5.8% | +3.2% | -9.0% | -6.1% |
| 30D | +16.5% | +19.7% | -3.2% | +14.8% |
| 3M | -1.1% | +26.8% | -27.9% | -3.1% |
| 6M | +11.5% | +20.9% | -9.4% | +9.6% |
| YTD | -15.7% | +22.9% | -38.6% | -17.4% |
| 1Y | -24.7% | +20.4% | -45.0% | -26.0% |
| 3Y | -37.3% | +42.9% | -80.2% | -39.8% |
| 5Y | -35.0% | +40.2% | -75.3% | -37.4% |
| All | -21.5% | +298.0% | -319.5% | -34.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling