-19.8%
CPB vs RNG
+327.7%
-347.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.9% | +0.5% | -3.3% |
| 7D | -8.6% | +5.8% | -14.4% | -8.7% |
| 30D | -7.2% | +19.6% | -26.9% | -7.7% |
| 3M | +0.9% | +67.0% | -66.1% | -0.5% |
| 6M | -11.8% | +88.4% | -100.2% | -13.3% |
| YTD | -19.4% | +155.5% | -174.9% | -21.3% |
| 1Y | -30.4% | +141.7% | -172.1% | -32.0% |
| 3Y | -40.2% | +131.1% | -171.2% | -41.8% |
| 5Y | -39.5% | -70.6% | +31.1% | -38.3% |
| 10Y | -47.4% | +228.2% | -275.6% | -51.2% |
| All | -19.8% | +327.7% | -347.6% | -27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling