-33.3%
CPB vs TCOM
+43.1%
-76.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.2% | -1.3% |
| 7D | -4.1% | +2.2% | -6.2% | -4.0% |
| 30D | +16.9% | +12.5% | +4.4% | +17.2% |
| 3M | -0.6% | -5.6% | +5.1% | -0.8% |
| 6M | +11.4% | -16.5% | +27.8% | +10.8% |
| YTD | -14.8% | -39.4% | +24.5% | -16.0% |
| 1Y | -24.8% | -41.0% | +16.2% | -25.9% |
| 3Y | -36.6% | +29.2% | -65.8% | -35.2% |
| 5Y | -33.3% | +41.6% | -75.0% | -30.4% |
| All | -33.3% | +43.1% | -76.4% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling