+21.7%
CPB vs WCC
+1,591.2%
-1,569.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.3% | -4.6% | -1.4% |
| 7D | -4.1% | +3.3% | -7.4% | -4.3% |
| 30D | +16.9% | -9.4% | +26.4% | +17.4% |
| 3M | -0.6% | -10.5% | +10.0% | -0.2% |
| 6M | +11.4% | -10.4% | +21.8% | +11.4% |
| YTD | -14.8% | +34.4% | -49.2% | -17.5% |
| 1Y | -24.8% | +27.7% | -52.4% | -26.9% |
| 3Y | -36.6% | +137.9% | -174.5% | -42.1% |
| 5Y | -33.3% | +147.0% | -180.4% | -40.3% |
| 10Y | -40.4% | +442.5% | -482.9% | -51.7% |
| All | +21.7% | +1,591.2% | -1,569.5% | -18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling