+345.0%
CPB vs RGEN
+1,576.0%
-1,231.0%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.4% |
| 7D | -8.6% | -4.9% | -3.7% | -8.5% |
| 30D | -7.2% | +5.7% | -12.9% | -7.3% |
| 3M | +0.9% | +32.4% | -31.6% | +0.4% |
| 6M | -11.8% | +33.2% | -45.0% | -12.3% |
| YTD | -19.4% | +2.3% | -21.7% | -19.5% |
| 1Y | -30.4% | +39.0% | -69.4% | -30.9% |
| 3Y | -40.2% | -4.6% | -35.5% | -40.4% |
| 5Y | -39.5% | -42.7% | +3.2% | -39.6% |
| 10Y | -47.4% | +433.6% | -481.0% | -49.6% |
| All | +345.0% | +1,576.0% | -1,231.0% | +298.3% |
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 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