-46.9%
CPNG vs RBRK
+62.9%
-109.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.1% | +9.8% | +11.7% |
| 7D | +20.8% | -12.5% | +33.3% | +22.6% |
| 30D | +20.1% | -3.0% | +23.1% | +20.2% |
| 3M | +1.6% | +46.9% | -45.3% | -4.6% |
| 6M | -15.8% | +105.4% | -121.2% | -25.4% |
| YTD | -27.7% | +55.6% | -83.3% | -35.0% |
| 1Y | -46.9% | +63.9% | -110.8% | -52.3% |
| All | -46.9% | +62.9% | -109.8% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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