-40.9%
CPB vs MDY
+43.9%
-84.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -4.2% |
| 7D | -5.4% | -2.5% | -2.9% | -5.0% |
| 30D | -7.8% | -5.0% | -2.8% | -7.2% |
| 3M | -6.9% | +0.5% | -7.4% | -7.0% |
| 6M | -12.2% | +8.0% | -20.2% | -13.3% |
| YTD | -21.1% | +12.2% | -33.2% | -22.6% |
| 1Y | -33.5% | +14.0% | -47.5% | -35.0% |
| 3Y | -43.2% | +48.2% | -91.3% | -46.9% |
| 5Y | -40.9% | +46.1% | -87.0% | -46.1% |
| All | -40.9% | +43.9% | -84.8% | -46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling