-67.5%
CPNG vs RBA
+91.2%
-158.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | -6.2% | +0.6% | -6.8% | -6.4% |
| 30D | +4.6% | +9.0% | -4.3% | +1.8% |
| 3M | -3.1% | +7.2% | -10.3% | -5.4% |
| 6M | -0.9% | -7.8% | +6.9% | +0.5% |
| YTD | -32.2% | -6.4% | -25.9% | -31.9% |
| 1Y | -44.2% | -4.2% | -40.0% | -44.4% |
| 3Y | +4.4% | +64.1% | -59.7% | -15.3% |
| 5Y | -45.2% | +48.4% | -93.6% | -58.8% |
| All | -67.5% | +91.2% | -158.8% | -74.3% |
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