+117.0%
CPB vs MDY
+2,662.7%
-2,545.7%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.4% |
| 7D | -8.6% | +0.1% | -8.7% | -8.7% |
| 30D | -7.2% | -1.5% | -5.8% | -6.8% |
| 3M | +0.9% | +0.8% | +0.1% | +0.5% |
| 6M | -11.8% | +7.4% | -19.2% | -14.0% |
| YTD | -19.4% | +15.2% | -34.6% | -23.1% |
| 1Y | -30.4% | +16.5% | -46.9% | -33.9% |
| 3Y | -40.2% | +46.8% | -86.9% | -47.8% |
| 5Y | -39.5% | +46.0% | -85.5% | -47.9% |
| 10Y | -47.4% | +172.1% | -219.4% | -64.8% |
| All | +117.0% | +2,662.7% | -2,545.7% | -45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling