-33.3%
CPB vs RGEN
-35.9%
+2.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -1.1% |
| 7D | +2.9% | -2.4% | +5.3% | +2.9% |
| 30D | +17.6% | +0.1% | +17.5% | +17.6% |
| 3M | +2.0% | +6.6% | -4.6% | +1.9% |
| 6M | +11.6% | +40.9% | -29.3% | +11.0% |
| YTD | -13.8% | +6.2% | -19.9% | -14.2% |
| 1Y | -21.6% | +19.4% | -41.0% | -22.0% |
| 3Y | -35.8% | +17.9% | -53.7% | -36.3% |
| 5Y | -33.3% | -34.0% | +0.7% | -37.2% |
| All | -33.3% | -35.9% | +2.6% | -37.2% |
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