-41.0%
CPB vs RGEN
-0.1%
-40.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.7% |
| 7D | -8.2% | -0.9% | -7.3% | -8.2% |
| 30D | -5.6% | +2.8% | -8.4% | -5.8% |
| 3M | +3.0% | +34.5% | -31.5% | +1.2% |
| 6M | -12.7% | +40.5% | -53.2% | -14.5% |
| YTD | -18.0% | +2.8% | -20.8% | -18.7% |
| 1Y | -31.7% | +39.6% | -71.4% | -33.5% |
| 3Y | -41.0% | +4.4% | -45.4% | -40.9% |
| All | -41.0% | -0.1% | -40.9% | -40.9% |
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