+387.6%
CPB vs RVTY
+2,899.1%
-2,511.5%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -1.6% |
| 7D | +8.0% | -1.2% | +9.2% | +8.0% |
| 30D | +22.4% | +1.0% | +21.4% | +22.1% |
| 3M | +3.8% | +35.8% | -32.0% | +0.2% |
| 6M | +13.7% | +56.7% | -43.1% | +7.9% |
| YTD | -11.7% | +60.7% | -72.4% | -16.7% |
| 1Y | -18.1% | +73.7% | -91.8% | -23.4% |
| 3Y | -34.7% | +82.8% | -117.5% | -39.7% |
| 5Y | -30.6% | -7.0% | -23.5% | -32.2% |
| 10Y | -37.1% | +212.3% | -249.5% | -47.0% |
| All | +387.6% | +2,899.1% | -2,511.5% | +146.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling