-43.9%
CPB vs TDY
+45.1%
-89.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.3% |
| 7D | -5.4% | -1.9% | -3.5% | -5.4% |
| 30D | -7.8% | -12.5% | +4.7% | -7.8% |
| 3M | -6.9% | -0.8% | -6.1% | -7.2% |
| 6M | -12.2% | -9.0% | -3.2% | -12.2% |
| YTD | -21.1% | +16.8% | -37.9% | -22.2% |
| 1Y | -33.5% | +9.5% | -43.0% | -34.2% |
| All | -43.9% | +45.1% | -89.0% | -44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling