-37.7%
CPB vs RNG
-70.2%
+32.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +0.6% |
| 7D | -8.0% | -4.1% | -3.9% | -8.0% |
| 30D | -2.4% | +8.6% | -11.1% | -2.5% |
| 3M | +0.5% | +78.0% | -77.4% | 0.0% |
| 6M | -10.5% | +67.0% | -77.5% | -11.0% |
| YTD | -17.5% | +142.4% | -160.0% | -17.9% |
| 1Y | -31.0% | +120.4% | -151.5% | -31.4% |
| 3Y | -40.6% | +122.1% | -162.7% | -40.9% |
| 5Y | -37.7% | -69.8% | +32.1% | -40.4% |
| All | -37.7% | -70.2% | +32.5% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling