+381.4%
CPB vs RRC
+1,414.2%
-1,032.8%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -1.2% |
| 7D | +8.0% | -10.8% | +18.8% | +8.3% |
| 30D | +22.4% | +22.3% | +0.1% | +21.5% |
| 3M | +2.5% | +26.6% | -24.1% | +1.7% |
| 6M | +12.2% | +18.9% | -6.7% | +11.5% |
| YTD | -12.8% | +39.2% | -52.0% | -13.9% |
| 1Y | -19.2% | +34.0% | -53.1% | -20.1% |
| 3Y | -35.6% | +42.0% | -77.6% | -36.7% |
| 5Y | -31.4% | +111.9% | -143.3% | -34.1% |
| 10Y | -37.9% | +62.8% | -100.7% | -42.1% |
| All | +381.4% | +1,414.2% | -1,032.8% | +319.0% |
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