-46.9%
CPB vs TRU
+144.8%
-191.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.3% |
| 7D | -5.4% | -9.4% | +4.0% | -4.6% |
| 30D | -7.8% | -4.1% | -3.7% | -7.5% |
| 3M | -6.9% | +13.6% | -20.5% | -7.8% |
| 6M | -12.2% | +3.6% | -15.8% | -12.6% |
| YTD | -21.1% | -9.8% | -11.3% | -20.8% |
| 1Y | -33.5% | -13.6% | -19.9% | -33.2% |
| 3Y | -43.2% | -2.0% | -41.2% | -43.8% |
| 5Y | -40.9% | -35.8% | -5.1% | -39.7% |
| All | -46.9% | +144.8% | -191.6% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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