-46.7%
CPB vs WTW
+198.0%
-244.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -1.8% | -5.7% | +3.9% | -0.8% |
| 30D | -7.1% | -7.3% | +0.2% | -5.9% |
| 3M | -6.0% | +21.5% | -27.5% | -9.4% |
| 6M | -5.3% | +9.6% | -14.9% | -7.3% |
| YTD | -20.8% | -3.3% | -17.6% | -21.0% |
| 1Y | -33.8% | -6.1% | -27.7% | -33.7% |
| 3Y | -43.7% | +61.8% | -105.6% | -49.1% |
| 5Y | -40.7% | +42.7% | -83.4% | -45.7% |
| All | -46.7% | +198.0% | -244.8% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling