-40.9%
CPB vs BTG
+75.0%
-115.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.4% | -4.2% |
| 7D | -5.4% | -5.5% | +0.1% | -5.2% |
| 30D | -7.8% | +6.1% | -13.9% | -8.1% |
| 3M | -6.9% | +38.6% | -45.6% | -8.2% |
| 6M | -12.2% | +0.7% | -12.9% | -12.5% |
| YTD | -21.1% | +20.3% | -41.4% | -22.0% |
| 1Y | -33.5% | +25.0% | -58.6% | -34.5% |
| 3Y | -43.2% | +97.3% | -140.5% | -45.5% |
| 5Y | -40.9% | +78.3% | -119.2% | -43.4% |
| All | -40.9% | +75.0% | -115.9% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling