-37.7%
CPB vs WCN
+27.0%
-64.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +0.9% |
| 7D | -8.0% | -1.7% | -6.3% | -7.6% |
| 30D | -2.4% | -3.0% | +0.6% | -1.6% |
| 3M | +0.5% | +2.5% | -2.0% | -0.1% |
| 6M | -10.5% | -5.7% | -4.8% | -9.2% |
| YTD | -17.5% | -7.4% | -10.1% | -16.0% |
| 1Y | -31.0% | -8.6% | -22.4% | -29.6% |
| 3Y | -40.6% | +19.4% | -60.0% | -43.6% |
| 5Y | -37.7% | +27.2% | -64.9% | -42.0% |
| All | -37.7% | +27.0% | -64.8% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling