-30.4%
CPB vs BTG
+38.4%
-68.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -3.4% |
| 7D | -8.6% | -0.9% | -7.7% | -8.6% |
| 30D | -7.2% | +36.8% | -44.1% | -8.3% |
| 3M | +0.9% | +23.1% | -22.2% | +0.1% |
| 6M | -11.8% | +3.5% | -15.3% | -12.2% |
| YTD | -19.4% | +25.5% | -44.9% | -20.0% |
| 1Y | -30.4% | +40.1% | -70.5% | -32.1% |
| All | -30.4% | +38.4% | -68.8% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling