-40.5%
CPB vs RRC
+63.1%
-103.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.4% | -1.2% |
| 7D | +3.3% | -10.3% | +13.6% | +3.5% |
| 30D | +19.0% | +19.5% | -0.5% | +18.4% |
| 3M | +0.4% | +27.9% | -27.5% | -0.3% |
| 6M | +13.0% | +21.2% | -8.2% | +12.3% |
| YTD | -12.7% | +39.6% | -52.3% | -13.6% |
| 1Y | -20.9% | +31.3% | -52.2% | -21.6% |
| 3Y | -35.4% | +51.9% | -87.3% | -36.5% |
| 5Y | -32.3% | +110.2% | -142.4% | -34.9% |
| 10Y | -40.5% | +56.7% | -97.2% | -45.1% |
| All | -40.5% | +63.1% | -103.6% | -45.1% |
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