+11.7%
CPB vs WU
-19.6%
+31.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.2% |
| 7D | -8.6% | -0.8% | -7.8% | -8.5% |
| 30D | -7.2% | -1.1% | -6.1% | -7.1% |
| 3M | +0.9% | -3.9% | +4.7% | +1.0% |
| 6M | -11.8% | -20.7% | +8.8% | -8.9% |
| YTD | -19.4% | -18.4% | -1.1% | -17.2% |
| 1Y | -30.4% | -8.1% | -22.3% | -30.2% |
| 3Y | -40.2% | -24.2% | -16.0% | -38.4% |
| 5Y | -39.5% | -50.4% | +10.9% | -33.9% |
| 10Y | -47.4% | -40.0% | -7.3% | -45.4% |
| All | +11.7% | -19.6% | +31.3% | +3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling