+57.7%
CPB vs MKTX
+1,445.7%
-1,388.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -8.2% | +0.4% | -8.6% | -8.3% |
| 30D | -5.6% | +1.0% | -6.6% | -5.7% |
| 3M | +3.0% | +41.3% | -38.3% | -1.1% |
| 6M | -12.7% | -11.3% | -1.4% | -12.1% |
| YTD | -18.0% | -8.6% | -9.4% | -17.7% |
| 1Y | -31.7% | -11.1% | -20.7% | -31.4% |
| 3Y | -41.0% | -24.5% | -16.4% | -40.2% |
| 5Y | -38.4% | -61.4% | +23.0% | -34.1% |
| 10Y | -45.0% | +6.8% | -51.8% | -47.4% |
| All | +57.7% | +1,445.7% | -1,388.0% | +10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling