-11.0%
CPB vs WCN
+6,839.3%
-6,850.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.2% |
| 7D | -8.6% | -0.6% | -8.0% | -8.5% |
| 30D | -7.2% | +0.4% | -7.7% | -7.3% |
| 3M | +0.9% | +7.3% | -6.4% | -0.1% |
| 6M | -11.8% | -2.5% | -9.3% | -11.5% |
| YTD | -19.4% | -5.4% | -14.0% | -18.9% |
| 1Y | -30.4% | -8.5% | -21.9% | -29.6% |
| 3Y | -40.2% | +20.8% | -60.9% | -42.0% |
| 5Y | -39.5% | +30.0% | -69.5% | -42.2% |
| 10Y | -47.4% | +238.4% | -285.8% | -55.7% |
| All | -11.0% | +6,839.3% | -6,850.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling