-22.4%
CPB vs WCN
+16.4%
-38.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.1% | +3.2% |
| 7D | -1.6% | +2.6% | -4.1% | -2.8% |
| 30D | +19.2% | +23.9% | -4.7% | +8.3% |
| 3M | -0.9% | +17.4% | -18.4% | -8.2% |
| 6M | +15.2% | +28.0% | -12.8% | +4.2% |
| YTD | -13.1% | +11.6% | -24.6% | -18.4% |
| 1Y | -22.4% | +16.9% | -39.3% | -29.2% |
| All | -22.4% | +16.4% | -38.8% | -29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling