-70.2%
CPNG vs RBA
+61.0%
-131.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | -5.4% | -3.3% | -2.1% | -4.4% |
| 30D | -11.1% | -9.8% | -1.3% | -8.2% |
| 3M | -3.0% | -23.5% | +20.5% | +4.5% |
| 6M | -23.5% | -21.5% | -2.0% | -18.4% |
| YTD | -37.8% | -21.2% | -16.6% | -34.0% |
| 1Y | -54.3% | -30.2% | -24.1% | -49.6% |
| 3Y | -20.8% | +25.3% | -46.1% | -29.8% |
| 5Y | -51.1% | +35.1% | -86.2% | -61.4% |
| All | -70.2% | +61.0% | -131.2% | -75.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling