-30.4%
CPB vs RNG
+144.7%
-175.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.9% | +0.5% | -3.1% |
| 7D | -8.6% | +5.8% | -14.4% | -9.1% |
| 30D | -7.2% | +19.6% | -26.9% | -8.7% |
| 3M | +0.9% | +67.0% | -66.1% | -3.8% |
| 6M | -11.8% | +88.4% | -100.2% | -16.5% |
| YTD | -19.4% | +155.5% | -174.9% | -26.0% |
| 1Y | -30.4% | +141.7% | -172.1% | -35.8% |
| All | -30.4% | +144.7% | -175.1% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling