-6.0%
CPB vs WCN
+8,007.2%
-8,013.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | -4.1% | +0.4% | -4.5% | -4.1% |
| 30D | +16.9% | +25.3% | -8.4% | +13.1% |
| 3M | -0.6% | +15.4% | -16.0% | -2.7% |
| 6M | +11.4% | +27.8% | -16.5% | +7.4% |
| YTD | -14.8% | +10.6% | -25.4% | -16.2% |
| 1Y | -24.8% | +15.8% | -40.5% | -26.5% |
| 3Y | -36.6% | +50.3% | -86.9% | -40.5% |
| 5Y | -33.3% | +46.9% | -80.3% | -37.4% |
| 10Y | -40.4% | +318.8% | -359.2% | -51.3% |
| All | -6.0% | +8,007.2% | -8,013.1% | -40.1% |
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