+376.2%
CPB vs MTB
+7,621.0%
-7,244.9%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 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% | +3.8% |
| 6M | +11.6% | +5.4% | +6.2% | +10.7% |
| YTD | -13.8% | +11.7% | -25.5% | -15.4% |
| 1Y | -21.6% | +20.5% | -42.1% | -23.9% |
| 3Y | -35.8% | +104.5% | -140.3% | -43.0% |
| 5Y | -33.3% | +65.1% | -98.4% | -39.9% |
| 10Y | -39.4% | +119.5% | -158.9% | -50.5% |
| All | +376.2% | +7,621.0% | -7,244.9% | +56.5% |
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