-40.3%
CPB vs RVTY
+211.6%
-251.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.7% | +4.8% | +3.3% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | +19.2% | +1.5% | +17.7% | +18.8% |
| 3M | -0.9% | +31.5% | -32.4% | -4.1% |
| 6M | +15.2% | +62.7% | -47.4% | +8.9% |
| YTD | -13.1% | +60.0% | -73.0% | -18.0% |
| 1Y | -22.4% | +65.7% | -88.1% | -27.1% |
| 3Y | -35.3% | +85.2% | -120.5% | -40.0% |
| 5Y | -33.0% | -14.9% | -18.1% | -34.4% |
| All | -40.3% | +211.6% | -251.8% | -48.5% |
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