-30.4%
CPB vs TMF
-15.2%
-15.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.7% | -3.4% |
| 7D | -8.6% | -1.4% | -7.2% | -8.4% |
| 30D | -7.2% | -2.8% | -4.4% | -7.0% |
| 3M | +0.9% | -10.9% | +11.8% | +2.1% |
| 6M | -11.8% | -21.3% | +9.5% | -9.7% |
| YTD | -19.4% | -15.9% | -3.5% | -17.5% |
| 1Y | -30.4% | -15.7% | -14.6% | -28.9% |
| All | -30.4% | -15.2% | -15.1% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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