-41.0%
CPB vs TCOM
+13.4%
-54.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +1.8% |
| 7D | -8.2% | -7.6% | -0.6% | -8.2% |
| 30D | -5.6% | -12.2% | +6.6% | -5.6% |
| 3M | +3.0% | -14.2% | +17.2% | +2.8% |
| 6M | -12.7% | -25.0% | +12.3% | -13.0% |
| YTD | -18.0% | -43.7% | +25.7% | -18.6% |
| 1Y | -31.7% | -44.5% | +12.8% | -32.2% |
| 3Y | -41.0% | +13.4% | -54.4% | -39.4% |
| All | -41.0% | +13.4% | -54.4% | -39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling