-35.8%
CPB vs RGEN
+18.4%
-54.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -1.0% |
| 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% | +1.4% |
| 6M | +11.6% | +40.9% | -29.3% | +8.8% |
| YTD | -13.8% | +6.2% | -19.9% | -14.9% |
| 1Y | -21.6% | +19.4% | -41.0% | -23.2% |
| 3Y | -35.8% | +17.9% | -53.7% | -39.7% |
| All | -35.8% | +18.4% | -54.2% | -39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling