-31.4%
CPB vs RRC
+23.7%
-55.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.0% | +1.8% |
| 7D | -8.2% | -1.2% | -7.0% | -8.3% |
| 30D | -5.6% | +9.4% | -15.0% | -5.1% |
| 3M | +3.0% | +7.4% | -4.4% | +3.4% |
| 6M | -12.7% | +1.5% | -14.2% | -12.4% |
| YTD | -18.0% | +19.4% | -37.4% | -17.3% |
| All | -31.4% | +23.7% | -55.1% | -32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling