-39.3%
CPB vs TMF
-87.5%
+48.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.7% | -3.4% |
| 7D | -8.6% | -1.4% | -7.2% | -8.5% |
| 30D | -7.2% | -2.8% | -4.4% | -7.1% |
| 3M | +0.9% | -10.9% | +11.8% | +1.5% |
| 6M | -11.8% | -21.3% | +9.5% | -10.8% |
| YTD | -19.4% | -15.9% | -3.5% | -18.7% |
| 1Y | -30.4% | -15.7% | -14.6% | -29.8% |
| 3Y | -40.2% | -43.4% | +3.2% | -39.3% |
| All | -39.3% | -87.5% | +48.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling