+370.3%
CPB vs RGEN
+1,626.2%
-1,255.9%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -1.2% |
| 7D | -4.1% | -3.1% | -1.0% | -4.0% |
| 30D | +16.9% | +0.1% | +16.9% | +16.9% |
| 3M | -0.6% | +4.8% | -5.3% | -0.7% |
| 6M | +11.4% | +48.9% | -37.6% | +10.5% |
| YTD | -14.8% | +5.3% | -20.2% | -15.0% |
| 1Y | -24.8% | +12.5% | -37.3% | -25.0% |
| 3Y | -36.6% | +17.0% | -53.6% | -37.1% |
| 5Y | -33.3% | -35.4% | +2.0% | -33.6% |
| 10Y | -40.4% | +434.6% | -475.0% | -42.9% |
| All | +370.3% | +1,626.2% | -1,255.9% | +320.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling