-18.0%
CPB vs RNG
+179.4%
-197.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.2% | +6.2% | +5.9% |
| 7D | +13.0% | -9.6% | +22.5% | +13.7% |
| 30D | +20.5% | -1.4% | +21.9% | +20.4% |
| 3M | +2.2% | +28.8% | -26.6% | -0.5% |
| 6M | +15.4% | +65.6% | -50.2% | +9.0% |
| YTD | -12.3% | +171.4% | -183.7% | -21.3% |
| 1Y | -18.0% | +185.3% | -203.3% | -26.4% |
| All | -18.0% | +179.4% | -197.4% | -26.4% |
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