-41.0%
CPB vs WU
-27.2%
-13.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.3% | +2.3% |
| 7D | -8.2% | -0.8% | -7.4% | -8.1% |
| 30D | -5.6% | -1.1% | -4.5% | -5.4% |
| 3M | +3.0% | -1.8% | +4.8% | +2.5% |
| 6M | -12.7% | -23.9% | +11.2% | -8.4% |
| YTD | -18.0% | -20.4% | +2.4% | -14.9% |
| 1Y | -31.7% | -10.6% | -21.2% | -31.4% |
| 3Y | -41.0% | -27.7% | -13.2% | -39.4% |
| All | -41.0% | -27.2% | -13.7% | -39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling