-41.5%
CPB vs RVTY
+18.2%
-59.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.3% |
| 7D | -8.6% | +1.1% | -9.7% | -8.8% |
| 30D | -7.2% | +13.2% | -20.5% | -9.1% |
| 3M | +0.9% | +27.2% | -26.4% | -3.0% |
| 6M | -11.8% | +32.4% | -44.2% | -16.0% |
| YTD | -19.4% | +34.9% | -54.3% | -23.6% |
| 1Y | -30.4% | +52.4% | -82.7% | -35.7% |
| All | -41.5% | +18.2% | -59.7% | -43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling