-12.5%
CPB vs TRU
+4.9%
-17.4%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.9% | +2.5% | -1.5% |
| 7D | -8.6% | -6.8% | -1.8% | -6.6% |
| 30D | -7.2% | 0.0% | -7.3% | -7.4% |
| 3M | +0.9% | +13.3% | -12.4% | -3.1% |
| All | -12.5% | +4.9% | -17.4% | -14.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling