-38.4%
CPB vs MTB
+102.5%
-140.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.8% |
| 7D | -8.2% | +2.8% | -11.0% | -8.5% |
| 30D | -5.6% | -4.2% | -1.4% | -5.2% |
| 3M | +3.0% | +7.8% | -4.8% | +2.1% |
| 6M | -12.7% | +14.8% | -27.5% | -14.1% |
| YTD | -18.0% | +20.8% | -38.8% | -19.8% |
| 1Y | -31.7% | +23.1% | -54.9% | -33.5% |
| 3Y | -41.0% | +114.8% | -155.8% | -46.3% |
| 5Y | -38.4% | +103.3% | -141.7% | -45.3% |
| All | -38.4% | +102.5% | -140.8% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling