+11.4%
CPB vs WCN
+26.1%
-14.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.7% |
| 7D | -4.1% | +0.4% | -4.5% | -4.4% |
| 30D | +16.9% | +25.3% | -8.4% | +0.4% |
| 3M | -0.6% | +15.4% | -16.0% | -10.1% |
| 6M | +11.4% | +27.8% | -16.5% | -5.2% |
| All | +11.4% | +26.1% | -14.7% | -5.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling