-40.3%
CPB vs RRC
+73.1%
-113.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +3.2% |
| 7D | -1.6% | +6.4% | -7.9% | -1.7% |
| 30D | +19.2% | +23.9% | -4.7% | +18.5% |
| 3M | -0.9% | +30.2% | -31.1% | -1.6% |
| 6M | +15.2% | +26.3% | -11.0% | +14.5% |
| YTD | -13.1% | +48.1% | -61.2% | -14.1% |
| 1Y | -22.4% | +37.7% | -60.1% | -23.2% |
| 3Y | -35.3% | +60.3% | -95.6% | -36.5% |
| 5Y | -33.0% | +135.3% | -168.3% | -35.7% |
| All | -40.3% | +73.1% | -113.3% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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