-41.6%
CPB vs WTW
+42.0%
-83.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -1.8% | -5.7% | +3.9% | -0.9% |
| 30D | -7.1% | -7.3% | +0.2% | -6.0% |
| 3M | -6.0% | +21.5% | -27.5% | -9.1% |
| 6M | -5.3% | +9.6% | -14.9% | -7.2% |
| YTD | -20.8% | -3.3% | -17.6% | -21.1% |
| 1Y | -33.8% | -6.1% | -27.7% | -33.8% |
| 3Y | -43.7% | +61.8% | -105.6% | -48.0% |
| All | -41.6% | +42.0% | -83.6% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling