-40.9%
CPB vs MKTX
-60.6%
+19.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.3% |
| 7D | -5.4% | -0.2% | -5.2% | -5.4% |
| 30D | -7.8% | +0.8% | -8.7% | -7.9% |
| 3M | -6.9% | +41.1% | -48.1% | -9.0% |
| 6M | -12.2% | -9.5% | -2.6% | -11.2% |
| YTD | -21.1% | -8.7% | -12.4% | -20.3% |
| 1Y | -33.5% | -10.0% | -23.5% | -32.8% |
| 3Y | -43.2% | -24.6% | -18.6% | -42.1% |
| 5Y | -40.9% | -60.3% | +19.4% | -38.5% |
| All | -40.9% | -60.6% | +19.7% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling