-52.6%
CPB vs MSTZ
-99.2%
+46.5%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -4.9% | +0.5% |
| 7D | -8.0% | -23.6% | +15.6% | -7.7% |
| 30D | -2.4% | -60.7% | +58.3% | -1.4% |
| 3M | +0.5% | -58.3% | +58.8% | +0.9% |
| 6M | -10.5% | -60.0% | +49.6% | -10.4% |
| YTD | -17.5% | -75.2% | +57.7% | -17.5% |
| 1Y | -31.0% | -19.9% | -11.1% | -32.7% |
| All | -52.6% | -99.2% | +46.5% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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