-36.6%
CPB vs TMF
-28.1%
-8.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -4.1% | -3.4% | -0.7% | -3.6% |
| 30D | +16.9% | +11.5% | +5.4% | +15.4% |
| 3M | -0.6% | -4.5% | +4.0% | -0.1% |
| 6M | +11.4% | -15.0% | +26.3% | +13.4% |
| YTD | -14.8% | -19.9% | +5.0% | -12.8% |
| 1Y | -24.8% | -26.6% | +1.8% | -22.2% |
| All | -36.6% | -28.1% | -8.5% | -34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling