-39.4%
CPB vs TMF
-82.2%
+42.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -1.1% |
| 7D | +2.9% | -1.1% | +3.9% | +2.9% |
| 30D | +17.6% | +11.8% | +5.8% | +17.4% |
| 3M | +2.0% | -4.0% | +6.1% | +2.1% |
| 6M | +11.6% | -16.5% | +28.2% | +11.9% |
| YTD | -13.8% | -19.9% | +6.1% | -13.5% |
| 1Y | -21.6% | -25.6% | +4.0% | -21.3% |
| 3Y | -35.8% | -29.9% | -5.9% | -35.5% |
| 5Y | -33.3% | -88.2% | +55.0% | -36.3% |
| 10Y | -39.4% | -81.7% | +42.3% | -40.8% |
| All | -39.4% | -82.2% | +42.8% | -40.8% |
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