-30.8%
CPB vs TRU
+247.4%
-278.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | -4.1% | 0.0% | -4.0% | -4.1% |
| 30D | +16.9% | +24.3% | -7.3% | +14.6% |
| 3M | -0.6% | +2.3% | -2.8% | -0.9% |
| 6M | +11.4% | +17.7% | -6.3% | +9.6% |
| YTD | -14.8% | -3.8% | -11.0% | -15.1% |
| 1Y | -24.8% | -0.3% | -24.4% | -25.2% |
| 3Y | -36.6% | +58.4% | -95.0% | -39.8% |
| 5Y | -33.3% | -24.0% | -9.3% | -33.2% |
| 10Y | -40.4% | +187.9% | -228.3% | -50.5% |
| All | -30.8% | +247.4% | -278.1% | -43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling