-46.9%
CPB vs MDY
+175.0%
-221.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -4.1% |
| 7D | -5.4% | -2.5% | -2.9% | -4.9% |
| 30D | -7.8% | -5.0% | -2.8% | -7.0% |
| 3M | -6.9% | +0.5% | -7.4% | -7.1% |
| 6M | -12.2% | +8.0% | -20.2% | -13.6% |
| YTD | -21.1% | +12.2% | -33.2% | -23.0% |
| 1Y | -33.5% | +14.0% | -47.5% | -35.3% |
| 3Y | -43.2% | +48.2% | -91.3% | -47.9% |
| 5Y | -40.9% | +46.1% | -87.0% | -46.1% |
| All | -46.9% | +175.0% | -221.8% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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