-40.3%
CPB vs WCN
+322.1%
-362.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.1% | +3.2% |
| 7D | -1.6% | +2.6% | -4.1% | -2.4% |
| 30D | +19.2% | +23.9% | -4.7% | +11.0% |
| 3M | -0.9% | +17.4% | -18.4% | -6.2% |
| 6M | +15.2% | +28.0% | -12.8% | +6.2% |
| YTD | -13.1% | +11.6% | -24.6% | -16.6% |
| 1Y | -22.4% | +16.9% | -39.3% | -26.7% |
| 3Y | -35.3% | +51.6% | -86.9% | -44.3% |
| 5Y | -33.0% | +48.0% | -81.0% | -42.4% |
| All | -40.3% | +322.1% | -362.3% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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