-35.3%
CPB vs RNG
+179.0%
-214.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.8% | +3.2% |
| 7D | -1.6% | +4.6% | -6.2% | -1.7% |
| 30D | +19.2% | +0.4% | +18.8% | +19.0% |
| 3M | -0.9% | +11.4% | -12.4% | -1.7% |
| 6M | +15.2% | +95.7% | -80.4% | +11.3% |
| YTD | -13.1% | +162.9% | -176.0% | -16.9% |
| 1Y | -22.4% | +180.3% | -202.7% | -25.9% |
| 3Y | -35.3% | +188.3% | -223.7% | -38.2% |
| All | -35.3% | +179.0% | -214.3% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling