-18.0%
CPB vs RGEN
+19.5%
-37.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | 0.0% | +6.0% | +5.9% |
| 7D | +13.0% | -3.5% | +16.5% | +13.2% |
| 30D | +20.5% | -6.0% | +26.5% | +21.1% |
| 3M | +2.2% | +19.0% | -16.8% | +0.7% |
| 6M | +15.4% | +50.7% | -35.4% | +12.0% |
| YTD | -12.3% | +8.8% | -21.1% | -18.2% |
| 1Y | -18.0% | +21.3% | -39.3% | -24.5% |
| All | -18.0% | +19.5% | -37.5% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 1y: compounded portfolio wealth divided by compounded RGEN 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…
1y analysis · Full analysis span regression · 6 months rolling