-46.7%
CPB vs TDY
+479.2%
-525.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.2% |
| 7D | -1.8% | -1.1% | -0.7% | -1.7% |
| 30D | -7.1% | -12.0% | +5.0% | -6.1% |
| 3M | -6.0% | -3.2% | -2.9% | -5.9% |
| 6M | -5.3% | -7.9% | +2.6% | -4.8% |
| YTD | -20.8% | +18.2% | -39.1% | -22.4% |
| 1Y | -33.8% | +6.7% | -40.5% | -34.6% |
| 3Y | -43.7% | +47.5% | -91.3% | -46.4% |
| 5Y | -40.7% | +39.5% | -80.2% | -43.6% |
| All | -46.7% | +479.2% | -525.9% | -55.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling