-37.7%
CPB vs TRU
-36.4%
-1.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +0.6% |
| 7D | -8.0% | -6.5% | -1.5% | -7.6% |
| 30D | -2.4% | -2.5% | +0.1% | -2.3% |
| 3M | +0.5% | +10.4% | -9.8% | -0.1% |
| 6M | -10.5% | +1.6% | -12.1% | -10.7% |
| YTD | -17.5% | -9.7% | -7.8% | -17.5% |
| 1Y | -31.0% | -17.3% | -13.8% | -30.8% |
| 3Y | -40.6% | -1.8% | -38.8% | -40.8% |
| 5Y | -37.7% | -36.2% | -1.5% | -37.6% |
| All | -37.7% | -36.4% | -1.3% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling