-46.7%
CPB vs MKTX
+5.0%
-51.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | -1.8% | -0.2% | -1.5% | -1.8% |
| 30D | -7.1% | +0.7% | -7.8% | -7.2% |
| 3M | -6.0% | +40.8% | -46.8% | -10.4% |
| 6M | -5.3% | -8.0% | +2.7% | -4.5% |
| YTD | -20.8% | -8.7% | -12.1% | -20.1% |
| 1Y | -33.8% | -11.8% | -22.0% | -33.0% |
| 3Y | -43.7% | -24.0% | -19.7% | -42.7% |
| 5Y | -40.7% | -60.3% | +19.6% | -34.5% |
| All | -46.7% | +5.0% | -51.8% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling