-51.2%
CPNG vs RBA
+39.8%
-91.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.1% |
| 7D | -7.6% | -1.9% | -5.7% | -7.0% |
| 30D | -8.8% | -13.0% | +4.1% | -4.6% |
| 3M | -7.2% | -23.1% | +15.9% | +0.3% |
| 6M | -21.5% | -22.6% | +1.1% | -15.5% |
| YTD | -37.4% | -20.4% | -17.0% | -33.6% |
| 1Y | -54.3% | -29.6% | -24.8% | -49.4% |
| 3Y | -20.3% | +26.6% | -46.9% | -30.8% |
| 5Y | -51.2% | +38.2% | -89.4% | -64.0% |
| All | -51.2% | +39.8% | -91.0% | -64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling