+66.3%
CPB vs TCOM
+2,694.8%
-2,628.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.4% |
| 7D | -8.6% | -9.5% | +0.9% | -8.3% |
| 30D | -7.2% | -10.7% | +3.5% | -6.9% |
| 3M | +0.9% | -14.6% | +15.5% | +1.4% |
| 6M | -11.8% | -19.3% | +7.5% | -11.2% |
| YTD | -19.4% | -42.9% | +23.5% | -18.0% |
| 1Y | -30.4% | -43.8% | +13.4% | -29.1% |
| 3Y | -40.2% | +2.1% | -42.3% | -40.8% |
| 5Y | -39.5% | +31.2% | -70.7% | -41.6% |
| 10Y | -47.4% | -13.9% | -33.5% | -49.1% |
| All | +66.3% | +2,694.8% | -2,628.4% | +27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling