-43.4%
CPB vs WU
-40.9%
-2.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.4% | +0.7% |
| 7D | -8.0% | -4.9% | -3.1% | -7.1% |
| 30D | -2.4% | -1.3% | -1.1% | -2.2% |
| 3M | +0.5% | -3.6% | +4.1% | +0.6% |
| 6M | -10.5% | -24.3% | +13.9% | -6.3% |
| YTD | -17.5% | -21.1% | +3.6% | -14.5% |
| 1Y | -31.0% | -10.3% | -20.7% | -30.6% |
| 3Y | -40.6% | -28.4% | -12.3% | -38.1% |
| 5Y | -37.7% | -51.2% | +13.5% | -30.6% |
| 10Y | -43.4% | -39.6% | -3.8% | -40.9% |
| All | -43.4% | -40.9% | -2.6% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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