-26.4%
CPB vs TW
+209.8%
-236.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.3% |
| 7D | -5.4% | -2.7% | -2.7% | -5.2% |
| 30D | -7.8% | -1.7% | -6.1% | -7.7% |
| 3M | -6.9% | +1.6% | -8.5% | -7.1% |
| 6M | -12.2% | -17.7% | +5.5% | -10.9% |
| YTD | -21.1% | -4.3% | -16.7% | -21.0% |
| 1Y | -33.5% | -13.1% | -20.4% | -32.9% |
| 3Y | -43.2% | +20.3% | -63.5% | -44.8% |
| 5Y | -40.9% | +22.0% | -62.8% | -42.9% |
| All | -26.4% | +209.8% | -236.2% | -37.3% |
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