+65.6%
CPB vs WTW
+1,139.1%
-1,073.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.8% | +4.6% | +2.3% |
| 7D | -8.2% | -2.7% | -5.5% | -7.8% |
| 30D | -5.6% | -5.6% | +0.1% | -4.6% |
| 3M | +3.0% | +26.5% | -23.5% | -1.6% |
| 6M | -12.7% | +8.1% | -20.9% | -14.3% |
| YTD | -18.0% | -0.3% | -17.7% | -18.6% |
| 1Y | -31.7% | -0.9% | -30.9% | -32.2% |
| 3Y | -41.0% | +66.6% | -107.6% | -47.1% |
| 5Y | -38.4% | +54.0% | -92.4% | -44.5% |
| 10Y | -45.0% | +198.1% | -243.1% | -57.4% |
| All | +65.6% | +1,139.1% | -1,073.5% | +10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling