-46.9%
CPNG vs RBA
-2.0%
-44.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.1% | +9.9% | +11.4% |
| 7D | +20.8% | +12.7% | +8.2% | +17.6% |
| 30D | +20.1% | +15.5% | +4.5% | +16.1% |
| 3M | +1.6% | -14.0% | +15.7% | +4.3% |
| 6M | -15.8% | -8.8% | -7.0% | -15.9% |
| YTD | -27.7% | -6.9% | -20.8% | -28.0% |
| 1Y | -46.9% | -3.0% | -44.0% | -47.8% |
| All | -46.9% | -2.0% | -44.9% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling