-24.9%
CPB vs TW
+221.1%
-246.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.5% |
| 7D | -8.6% | -2.3% | -6.3% | -8.4% |
| 30D | -7.2% | +3.9% | -11.2% | -7.6% |
| 3M | +0.9% | +5.7% | -4.8% | +0.4% |
| 6M | -11.8% | -14.5% | +2.7% | -10.8% |
| YTD | -19.4% | -0.9% | -18.5% | -19.6% |
| 1Y | -30.4% | -13.5% | -16.9% | -29.7% |
| 3Y | -40.2% | +25.0% | -65.1% | -42.0% |
| 5Y | -39.5% | +22.7% | -62.2% | -41.4% |
| All | -24.9% | +221.1% | -246.0% | -36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling