-33.3%
CPB vs TMF
-88.6%
+55.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +3.2% |
| 7D | -1.6% | -9.3% | +7.7% | -0.9% |
| 30D | +19.2% | +1.9% | +17.3% | +19.1% |
| 3M | -1.0% | -11.2% | +10.3% | -0.2% |
| 6M | +15.2% | -17.7% | +32.9% | +16.6% |
| YTD | -13.1% | -24.5% | +11.4% | -11.7% |
| 1Y | -22.4% | -29.4% | +7.0% | -20.9% |
| 3Y | -35.3% | -33.4% | -1.9% | -34.0% |
| All | -33.3% | -88.6% | +55.3% | -33.0% |
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