-43.4%
CPB vs RGEN
+402.3%
-445.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.6% | +0.6% |
| 7D | -8.0% | -4.6% | -3.4% | -7.8% |
| 30D | -2.4% | +1.2% | -3.6% | -2.5% |
| 3M | +0.5% | +26.8% | -26.3% | -0.5% |
| 6M | -10.5% | +29.1% | -39.5% | -11.6% |
| YTD | -17.5% | +0.7% | -18.3% | -17.9% |
| 1Y | -31.0% | +39.1% | -70.1% | -32.2% |
| 3Y | -40.6% | +2.2% | -42.9% | -41.6% |
| 5Y | -37.7% | -44.0% | +6.3% | -37.5% |
| 10Y | -43.4% | +412.7% | -456.2% | -52.4% |
| All | -43.4% | +402.3% | -445.7% | -52.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling