-38.1%
CPB vs TW
+20.1%
-58.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.0% | +4.8% | +1.8% |
| 7D | -8.2% | -3.5% | -4.7% | -8.1% |
| 30D | -5.6% | +0.5% | -6.1% | -5.6% |
| 3M | +3.0% | +4.9% | -2.0% | +2.9% |
| 6M | -12.7% | -17.1% | +4.4% | -12.4% |
| YTD | -18.0% | -3.9% | -14.1% | -17.9% |
| 1Y | -31.7% | -13.3% | -18.5% | -31.6% |
| 3Y | -41.0% | +20.9% | -61.9% | -40.6% |
| All | -38.1% | +20.1% | -58.2% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling