-18.0%
CPB vs TCOM
-39.6%
+21.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.2% | +2.8% | +5.7% |
| 7D | +13.0% | +10.7% | +2.3% | +12.5% |
| 30D | +20.5% | +10.1% | +10.5% | +20.1% |
| 3M | +2.2% | -8.9% | +11.1% | +1.5% |
| 6M | +15.4% | -19.2% | +34.5% | +13.0% |
| YTD | -12.3% | -40.6% | +28.3% | -17.3% |
| 1Y | -18.0% | -39.0% | +21.1% | -22.6% |
| All | -18.0% | -39.6% | +21.7% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling