-39.5%
CPB vs RRC
+154.2%
-193.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.4% |
| 7D | -8.6% | +1.3% | -9.9% | -8.6% |
| 30D | -7.2% | +10.1% | -17.4% | -7.2% |
| 3M | +0.9% | +4.0% | -3.1% | +0.9% |
| 6M | -11.8% | +1.6% | -13.4% | -11.8% |
| YTD | -19.4% | +19.7% | -39.1% | -19.4% |
| 1Y | -30.4% | +21.4% | -51.8% | -30.4% |
| 3Y | -40.2% | +29.7% | -69.8% | -40.4% |
| All | -39.5% | +154.2% | -193.6% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling