+25.1%
CPB vs BTG
+332.2%
-307.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.2% | +3.2% |
| 7D | -1.6% | -9.1% | +7.5% | -1.4% |
| 30D | +19.2% | -1.6% | +20.8% | +19.2% |
| 3M | -0.9% | -2.8% | +1.9% | -1.0% |
| 6M | +15.2% | -7.6% | +22.8% | +15.2% |
| YTD | -13.1% | +10.2% | -23.3% | -13.5% |
| 1Y | -22.4% | +21.3% | -43.7% | -23.0% |
| 3Y | -35.3% | +82.7% | -118.0% | -36.5% |
| 5Y | -33.0% | +30.8% | -63.8% | -34.0% |
| 10Y | -39.2% | +163.7% | -202.9% | -40.6% |
| All | +25.1% | +332.2% | -307.1% | +43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling