-43.9%
CPB vs WTW
+61.8%
-105.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.8% | -4.4% |
| 7D | -5.4% | -7.8% | +2.4% | -4.0% |
| 30D | -7.8% | -7.9% | 0.0% | -6.6% |
| 3M | -6.9% | +19.9% | -26.9% | -10.1% |
| 6M | -12.2% | +9.8% | -22.0% | -14.4% |
| YTD | -21.1% | -3.3% | -17.7% | -21.5% |
| 1Y | -33.5% | -3.3% | -30.2% | -33.8% |
| All | -43.9% | +61.8% | -105.7% | -47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling