-42.7%
CPB vs WETO
-99.4%
+56.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.4% | +5.7% | +0.3% |
| 7D | -1.8% | -4.3% | +2.5% | -1.8% |
| 30D | -7.1% | -39.9% | +32.8% | -6.4% |
| 3M | -6.0% | -97.9% | +91.8% | -6.0% |
| 6M | -5.3% | -95.0% | +89.8% | -4.4% |
| YTD | -20.8% | -97.2% | +76.3% | -20.2% |
| 1Y | -33.8% | -98.9% | +65.1% | -33.2% |
| All | -42.7% | -99.4% | +56.7% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 3y: compounded portfolio wealth divided by compounded WETO 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…
3y analysis · Full analysis span regression · 6 months rolling