+15.2%
CPB vs TRU
+19.3%
-4.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.0% | +3.1% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | +19.2% | +21.3% | -2.1% | +12.1% |
| 3M | -0.9% | +0.2% | -1.2% | -1.3% |
| 6M | +15.2% | +22.4% | -7.1% | +8.5% |
| All | +15.2% | +19.3% | -4.1% | +8.5% |
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