-69.2%
CPNG vs RCAT
-24.8%
-44.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.8% | -0.5% |
| 7D | -6.8% | -5.9% | -0.8% | -6.5% |
| 30D | +5.5% | -19.7% | +25.1% | +6.5% |
| 3M | -6.8% | -62.9% | +56.1% | -1.7% |
| 6M | -4.8% | -59.6% | +54.7% | -0.8% |
| YTD | -35.6% | -52.1% | +16.5% | -34.2% |
| 1Y | -46.8% | -50.9% | +4.1% | -45.8% |
| 3Y | -0.8% | +333.8% | -334.6% | -14.8% |
| 5Y | -42.9% | +40.7% | -83.6% | -49.5% |
| All | -69.2% | -24.8% | -44.4% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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