-38.4%
CPB vs RVTY
-32.1%
-6.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +2.1% |
| 7D | -8.2% | +0.4% | -8.6% | -8.3% |
| 30D | -5.6% | +10.8% | -16.4% | -6.8% |
| 3M | +3.0% | +26.8% | -23.8% | +0.1% |
| 6M | -12.7% | +39.3% | -52.0% | -16.2% |
| YTD | -18.0% | +31.6% | -49.6% | -20.9% |
| 1Y | -31.7% | +47.7% | -79.4% | -35.2% |
| 3Y | -41.0% | +19.9% | -60.9% | -43.1% |
| 5Y | -38.4% | -32.3% | -6.0% | -39.0% |
| All | -38.4% | -32.1% | -6.3% | -39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling