+345.0%
CPB vs RRC
+1,202.2%
-857.2%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.5% |
| 3M | +0.9% | +4.0% | -3.1% | +0.7% |
| 6M | -11.8% | +1.6% | -13.4% | -11.9% |
| YTD | -19.4% | +19.7% | -39.1% | -19.9% |
| 1Y | -30.4% | +21.4% | -51.8% | -30.9% |
| 3Y | -40.2% | +29.7% | -69.8% | -41.0% |
| 5Y | -39.5% | +153.9% | -193.4% | -42.2% |
| 10Y | -47.4% | +10.8% | -58.2% | -50.2% |
| All | +345.0% | +1,202.2% | -857.2% | +289.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling