-40.9%
CPB vs WU
-51.6%
+10.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.2% |
| 7D | -5.4% | -5.0% | -0.4% | -4.5% |
| 30D | -7.8% | -2.3% | -5.6% | -7.4% |
| 3M | -6.9% | -3.2% | -3.7% | -7.0% |
| 6M | -12.2% | -25.0% | +12.8% | -8.0% |
| YTD | -21.1% | -21.7% | +0.6% | -18.1% |
| 1Y | -33.5% | -9.0% | -24.5% | -33.4% |
| 3Y | -43.2% | -28.9% | -14.3% | -40.7% |
| 5Y | -40.9% | -51.0% | +10.1% | -32.9% |
| All | -40.9% | -51.6% | +10.7% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling