-30.4%
CPB vs TDY
+11.8%
-42.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.8% | -3.3% |
| 7D | -8.6% | -1.8% | -6.8% | -8.7% |
| 30D | -7.2% | -10.7% | +3.4% | -8.1% |
| 3M | +0.9% | -1.3% | +2.2% | +0.5% |
| 6M | -11.8% | -10.6% | -1.2% | -12.1% |
| YTD | -19.4% | +19.6% | -39.0% | -20.5% |
| 1Y | -30.4% | +11.6% | -42.0% | -31.6% |
| All | -30.4% | +11.8% | -42.2% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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