-46.7%
CPB vs BTG
+159.3%
-206.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | -1.8% | -3.8% | +2.0% | -1.6% |
| 30D | -7.1% | +3.6% | -10.7% | -7.3% |
| 3M | -6.0% | +32.0% | -38.1% | -7.4% |
| 6M | -5.3% | +3.4% | -8.6% | -5.8% |
| YTD | -20.8% | +20.8% | -41.6% | -22.0% |
| 1Y | -33.8% | +22.4% | -56.3% | -35.0% |
| 3Y | -43.7% | +91.7% | -135.4% | -46.3% |
| 5Y | -40.7% | +79.0% | -119.7% | -43.6% |
| All | -46.7% | +159.3% | -206.0% | -50.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling