-35.4%
CPB vs WCC
+135.0%
-170.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.1% | -9.3% | -0.7% |
| 7D | +3.3% | -5.7% | +8.9% | +3.0% |
| 30D | +19.0% | -13.5% | +32.5% | +18.3% |
| 3M | +0.4% | -12.9% | +13.3% | 0.0% |
| 6M | +13.0% | -10.7% | +23.6% | +12.8% |
| YTD | -12.7% | +30.0% | -42.7% | -13.0% |
| 1Y | -20.9% | +24.7% | -45.6% | -21.1% |
| 3Y | -35.4% | +136.6% | -172.0% | -33.4% |
| All | -35.4% | +135.0% | -170.4% | -33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling