-69.2%
CPNG vs RBA
+90.2%
-159.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | -6.8% | +1.7% | -8.5% | -7.3% |
| 30D | +5.5% | +8.3% | -2.9% | +2.8% |
| 3M | -6.8% | +10.5% | -17.3% | -9.8% |
| 6M | -4.8% | -5.9% | +1.0% | -4.2% |
| YTD | -35.6% | -6.9% | -28.7% | -35.2% |
| 1Y | -46.8% | -4.9% | -41.9% | -46.9% |
| 3Y | -0.8% | +64.5% | -65.2% | -19.6% |
| 5Y | -42.9% | +46.1% | -88.9% | -56.9% |
| All | -69.2% | +90.2% | -159.3% | -75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling