-34.5%
CPB vs TRU
+238.0%
-272.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.9% | +2.5% | -2.9% |
| 7D | -8.6% | -6.8% | -1.8% | -8.1% |
| 30D | -7.2% | 0.0% | -7.3% | -7.3% |
| 3M | +0.9% | +13.3% | -12.4% | -0.2% |
| 6M | -11.8% | +3.4% | -15.2% | -12.2% |
| YTD | -19.4% | -6.4% | -13.0% | -19.4% |
| 1Y | -30.4% | -9.7% | -20.7% | -30.3% |
| 3Y | -40.2% | +0.1% | -40.3% | -41.1% |
| 5Y | -39.5% | -34.0% | -5.5% | -38.4% |
| 10Y | -47.4% | +147.9% | -195.3% | -55.3% |
| All | -34.5% | +238.0% | -272.5% | -46.3% |
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