-33.5%
CPB vs RNG
+120.2%
-153.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -4.2% |
| 7D | -5.4% | -9.6% | +4.2% | -4.6% |
| 30D | -7.8% | +8.8% | -16.6% | -8.6% |
| 3M | -6.9% | +78.6% | -85.6% | -11.1% |
| 6M | -12.2% | +70.3% | -82.5% | -16.1% |
| YTD | -21.1% | +140.3% | -161.4% | -26.8% |
| 1Y | -33.5% | +126.6% | -160.1% | -38.8% |
| All | -33.5% | +120.2% | -153.7% | -38.8% |
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