-38.6%
CPB vs TMF
-84.4%
+45.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | +8.0% | +1.2% | +6.8% | +8.0% |
| 30D | +22.4% | +19.7% | +2.6% | +22.0% |
| 3M | +3.8% | -2.1% | +5.9% | +3.8% |
| 6M | +13.7% | -13.4% | +27.1% | +13.8% |
| YTD | -11.7% | -16.7% | +5.0% | -11.5% |
| 1Y | -18.1% | -23.3% | +5.2% | -17.9% |
| 3Y | -34.7% | -24.8% | -9.9% | -34.4% |
| 5Y | -30.6% | -88.0% | +57.5% | -33.5% |
| All | -38.6% | -84.4% | +45.8% | -38.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling