-46.9%
CPB vs RNG
+223.4%
-270.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -4.3% |
| 7D | -5.4% | -9.6% | +4.2% | -5.2% |
| 30D | -7.8% | +8.8% | -16.6% | -8.0% |
| 3M | -6.9% | +78.6% | -85.6% | -8.1% |
| 6M | -12.2% | +70.3% | -82.5% | -13.3% |
| YTD | -21.1% | +140.3% | -161.4% | -22.5% |
| 1Y | -33.5% | +126.6% | -160.1% | -34.7% |
| 3Y | -43.2% | +120.2% | -163.4% | -44.3% |
| 5Y | -40.9% | -68.3% | +27.4% | -40.0% |
| All | -46.9% | +223.4% | -270.3% | -46.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling