-39.4%
CPB vs RGEN
+457.6%
-497.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -1.1% |
| 7D | +2.9% | -2.4% | +5.3% | +3.0% |
| 30D | +17.6% | +0.1% | +17.5% | +17.5% |
| 3M | +2.0% | +6.6% | -4.6% | +1.7% |
| 6M | +11.6% | +40.9% | -29.3% | +9.9% |
| YTD | -13.8% | +6.2% | -19.9% | -14.4% |
| 1Y | -21.6% | +19.4% | -41.0% | -22.5% |
| 3Y | -35.8% | +17.9% | -53.7% | -37.2% |
| 5Y | -33.3% | -34.0% | +0.7% | -33.8% |
| 10Y | -39.4% | +453.9% | -493.3% | -49.5% |
| All | -39.4% | +457.6% | -497.1% | -49.5% |
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 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