+53.6%
CPB vs TMF
-69.2%
+122.7%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +22.8% |
| 3M | +2.5% | -2.1% | +4.6% | +2.5% |
| 6M | +12.2% | -13.4% | +25.7% | +11.8% |
| YTD | -12.8% | -16.7% | +3.9% | -13.1% |
| 1Y | -19.2% | -23.3% | +4.2% | -19.6% |
| 3Y | -35.6% | -24.8% | -10.7% | -35.6% |
| 5Y | -31.4% | -88.0% | +56.6% | -36.6% |
| 10Y | -37.9% | -84.7% | +46.8% | -40.5% |
| All | +53.6% | -69.2% | +122.7% | +70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling