-35.8%
CPB vs MTB
+105.4%
-141.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | +2.9% | -0.7% | +3.5% | +3.0% |
| 30D | +17.6% | +1.4% | +16.2% | +17.4% |
| 3M | +2.0% | -11.6% | +13.6% | +3.5% |
| 6M | +11.6% | +5.4% | +6.2% | +11.0% |
| YTD | -13.8% | +11.7% | -25.5% | -15.0% |
| 1Y | -21.6% | +20.5% | -42.1% | -23.4% |
| 3Y | -35.8% | +104.5% | -140.3% | -38.0% |
| All | -35.8% | +105.4% | -141.2% | -38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling