-38.4%
CPB vs RGEN
-42.7%
+4.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.8% |
| 7D | -8.2% | -0.9% | -7.3% | -8.2% |
| 30D | -5.6% | +2.8% | -8.4% | -5.6% |
| 3M | +3.0% | +34.5% | -31.5% | +2.5% |
| 6M | -12.7% | +40.5% | -53.2% | -13.1% |
| YTD | -18.0% | +2.8% | -20.8% | -18.3% |
| 1Y | -31.7% | +39.6% | -71.4% | -32.2% |
| 3Y | -41.0% | +4.4% | -45.4% | -41.5% |
| 5Y | -38.4% | -42.8% | +4.4% | -41.3% |
| All | -38.4% | -42.7% | +4.3% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling