-39.4%
CPB vs RVTY
+212.9%
-252.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | +2.9% | -2.7% | +5.5% | +3.1% |
| 30D | +17.6% | +3.2% | +14.4% | +17.0% |
| 3M | +2.0% | +37.2% | -35.1% | -1.6% |
| 6M | +11.6% | +57.7% | -46.1% | +5.9% |
| YTD | -13.8% | +64.8% | -78.6% | -18.9% |
| 1Y | -21.6% | +72.8% | -94.4% | -26.6% |
| 3Y | -35.8% | +89.8% | -125.6% | -40.6% |
| 5Y | -33.3% | -8.4% | -24.8% | -35.2% |
| 10Y | -39.4% | +219.5% | -258.9% | -47.1% |
| All | -39.4% | +212.9% | -252.3% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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