-41.4%
CPB vs TW
+20.8%
-62.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | -8.0% | -0.5% | -7.5% | -8.0% |
| 30D | -2.4% | -0.6% | -1.8% | -2.4% |
| 3M | +0.5% | +3.4% | -2.9% | +0.6% |
| 6M | -10.5% | -18.4% | +8.0% | -10.0% |
| YTD | -17.5% | -3.9% | -13.6% | -17.4% |
| 1Y | -31.0% | -13.3% | -17.7% | -30.8% |
| All | -41.4% | +20.8% | -62.2% | -37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling