+370.3%
CPB vs MTB
+7,606.4%
-7,236.1%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -4.1% | -2.0% | -2.1% | -3.8% |
| 30D | +16.9% | +0.1% | +16.8% | +16.9% |
| 3M | -0.6% | -12.1% | +11.6% | +1.3% |
| 6M | +11.4% | +7.3% | +4.1% | +10.2% |
| YTD | -14.8% | +11.5% | -26.4% | -16.4% |
| 1Y | -24.8% | +21.3% | -46.0% | -27.1% |
| 3Y | -36.6% | +104.1% | -140.7% | -43.7% |
| 5Y | -33.3% | +61.8% | -95.2% | -39.7% |
| 10Y | -40.4% | +115.4% | -155.8% | -51.1% |
| All | +370.3% | +7,606.4% | -7,236.1% | +54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling