+79.4%
CPB vs TCOM
+2,868.4%
-2,789.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.3% | +3.1% |
| 7D | -1.6% | -1.8% | +0.2% | -1.5% |
| 30D | +19.2% | +12.1% | +7.1% | +18.7% |
| 3M | -0.9% | -3.2% | +2.3% | -0.8% |
| 6M | +15.2% | -16.6% | +31.9% | +15.9% |
| YTD | -13.1% | -39.4% | +26.3% | -11.7% |
| 1Y | -22.4% | -41.5% | +19.1% | -21.1% |
| 3Y | -35.3% | +24.4% | -59.7% | -36.5% |
| 5Y | -33.0% | +41.6% | -74.6% | -35.4% |
| 10Y | -39.2% | +6.5% | -45.7% | -41.8% |
| All | +79.4% | +2,868.4% | -2,789.0% | +36.9% |
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