+8.7%
CPB vs TDY
+6,954.6%
-6,945.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.7% |
| 7D | -8.0% | -1.8% | -6.2% | -7.8% |
| 30D | -2.4% | -13.8% | +11.4% | -1.2% |
| 3M | +0.5% | -3.9% | +4.4% | +0.8% |
| 6M | -10.5% | -9.0% | -1.5% | -9.9% |
| YTD | -17.5% | +16.5% | -34.1% | -19.0% |
| 1Y | -31.0% | +9.3% | -40.3% | -31.9% |
| 3Y | -40.6% | +45.1% | -85.7% | -43.1% |
| 5Y | -37.7% | +35.0% | -72.7% | -40.2% |
| 10Y | -43.4% | +469.0% | -512.4% | -53.2% |
| All | +8.7% | +6,954.6% | -6,945.9% | -26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling