-43.4%
CPB vs WCC
+506.2%
-549.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.8% | +0.6% |
| 7D | -8.0% | +6.8% | -14.8% | -8.1% |
| 30D | -2.4% | -3.0% | +0.6% | -2.4% |
| 3M | +0.5% | +0.2% | +0.3% | +0.5% |
| 6M | -10.5% | +33.2% | -43.6% | -11.4% |
| YTD | -17.5% | +45.8% | -63.3% | -18.7% |
| 1Y | -31.0% | +68.4% | -99.4% | -32.4% |
| 3Y | -40.6% | +131.1% | -171.7% | -42.9% |
| 5Y | -37.7% | +225.6% | -263.3% | -41.5% |
| 10Y | -43.4% | +534.2% | -577.6% | -48.5% |
| All | -43.4% | +506.2% | -549.6% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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