-40.3%
CPB vs MTB
+115.1%
-155.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.6% | +3.1% |
| 7D | -1.6% | +1.5% | -3.1% | -1.7% |
| 30D | +19.2% | +2.3% | +16.9% | +19.0% |
| 3M | -0.9% | -12.1% | +11.2% | +0.1% |
| 6M | +15.2% | +9.8% | +5.4% | +14.4% |
| YTD | -13.1% | +12.0% | -25.1% | -13.9% |
| 1Y | -22.4% | +22.0% | -44.5% | -23.7% |
| 3Y | -35.3% | +107.6% | -142.9% | -39.0% |
| 5Y | -33.0% | +61.9% | -94.8% | -36.1% |
| All | -40.3% | +115.1% | -155.4% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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