+18.0%
CPB vs BTG
+378.0%
-360.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.9% | +4.6% | +1.8% |
| 7D | -8.2% | +4.8% | -13.0% | -8.3% |
| 30D | -5.6% | +8.3% | -13.9% | -5.8% |
| 3M | +3.0% | +32.3% | -29.3% | +2.3% |
| 6M | -12.7% | +3.0% | -15.7% | -12.9% |
| YTD | -18.0% | +21.9% | -39.9% | -18.5% |
| 1Y | -31.7% | +28.2% | -59.9% | -32.3% |
| 3Y | -41.0% | +99.9% | -140.8% | -42.1% |
| 5Y | -38.4% | +73.6% | -111.9% | -39.6% |
| 10Y | -45.0% | +136.5% | -181.5% | -46.3% |
| All | +18.0% | +378.0% | -360.0% | +35.0% |
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