+8,094.7%
TMO vs CPB
+333.3%
+7,761.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.5% | -2.2% |
| 7D | +0.4% | -8.2% | +8.6% | +2.4% |
| 30D | +1.5% | -5.6% | +7.1% | +2.8% |
| 3M | +28.5% | +3.0% | +25.6% | +27.1% |
| 6M | +20.4% | -12.7% | +33.1% | +23.6% |
| YTD | +4.3% | -18.0% | +22.3% | +8.3% |
| 1Y | +24.1% | -31.7% | +55.8% | +34.7% |
| 3Y | +17.5% | -41.0% | +58.4% | +30.9% |
| 5Y | +6.8% | -38.4% | +45.2% | +16.2% |
| 10Y | +311.9% | -45.0% | +356.8% | +343.6% |
| All | +8,094.7% | +333.3% | +7,761.5% | +5,577.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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