-41.4%
CPB vs MDY
+48.7%
-90.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.6% | +0.7% |
| 7D | -8.0% | -0.8% | -7.2% | -7.9% |
| 30D | -2.4% | -3.9% | +1.5% | -1.9% |
| 3M | +0.5% | 0.0% | +0.6% | +0.5% |
| 6M | -10.5% | +8.5% | -19.0% | -11.6% |
| YTD | -17.5% | +13.2% | -30.7% | -19.2% |
| 1Y | -31.0% | +15.0% | -46.1% | -32.7% |
| All | -41.4% | +48.7% | -90.0% | -44.7% |
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