-41.4%
CPB vs TRU
-2.1%
-39.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +0.6% |
| 7D | -8.0% | -6.5% | -1.5% | -7.5% |
| 30D | -2.4% | -2.5% | +0.1% | -2.2% |
| 3M | +0.5% | +10.4% | -9.8% | -0.2% |
| 6M | -10.5% | +1.6% | -12.1% | -10.8% |
| YTD | -17.5% | -9.7% | -7.8% | -17.5% |
| 1Y | -31.0% | -17.3% | -13.8% | -30.8% |
| All | -41.4% | -2.1% | -39.3% | -39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling