-52.9%
CPB vs MSTZ
-99.2%
+46.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.2% | -6.4% | +1.6% |
| 7D | -8.2% | -25.4% | +17.1% | -7.9% |
| 30D | -5.6% | -60.9% | +55.3% | -4.7% |
| 3M | +3.0% | -54.2% | +57.1% | +3.2% |
| 6M | -12.7% | -65.0% | +52.3% | -12.5% |
| YTD | -18.0% | -76.5% | +58.5% | -17.9% |
| 1Y | -31.7% | -23.4% | -8.4% | -33.3% |
| All | -52.9% | -99.2% | +46.3% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling