+134.0%
CPB vs MDY
+2,594.0%
-2,459.9%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.2% |
| 7D | -1.6% | +2.3% | -3.8% | -2.3% |
| 30D | +19.2% | +2.0% | +17.2% | +18.4% |
| 3M | -0.9% | -5.6% | +4.7% | +0.7% |
| 6M | +15.2% | +1.3% | +14.0% | +14.5% |
| YTD | -13.1% | +12.3% | -25.4% | -16.6% |
| 1Y | -22.4% | +15.8% | -38.2% | -26.3% |
| 3Y | -35.3% | +56.5% | -91.8% | -44.7% |
| 5Y | -33.0% | +35.1% | -68.1% | -40.9% |
| 10Y | -39.2% | +167.4% | -206.6% | -59.2% |
| All | +134.0% | +2,594.0% | -2,459.9% | -40.6% |
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