-41.4%
CPB vs BTG
+99.9%
-141.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.5% |
| 7D | -8.0% | +2.4% | -10.4% | -8.1% |
| 30D | -2.4% | +9.5% | -11.9% | -2.8% |
| 3M | +0.5% | +38.5% | -38.0% | -0.8% |
| 6M | -10.5% | +5.6% | -16.1% | -10.9% |
| YTD | -17.5% | +23.9% | -41.5% | -18.5% |
| 1Y | -31.0% | +32.1% | -63.2% | -32.1% |
| All | -41.4% | +99.9% | -141.3% | -44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling