-35.3%
CPB vs MDY
+56.8%
-92.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.2% |
| 7D | -1.6% | +2.3% | -3.8% | -1.8% |
| 30D | +19.2% | +2.0% | +17.2% | +18.9% |
| 3M | -0.9% | -5.6% | +4.7% | -0.3% |
| 6M | +15.2% | +1.3% | +14.0% | +14.9% |
| YTD | -13.1% | +12.3% | -25.4% | -14.8% |
| 1Y | -22.4% | +15.8% | -38.2% | -24.4% |
| 3Y | -35.3% | +56.5% | -91.8% | -39.2% |
| All | -35.3% | +56.8% | -92.1% | -39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling