-20.0%
CPNG vs RCAT
+796.4%
-816.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.9% | -7.0% | -3.4% |
| 7D | -6.3% | +5.4% | -11.7% | -6.6% |
| 30D | -8.7% | -5.6% | -3.2% | -8.6% |
| 3M | -2.4% | -30.2% | +27.8% | -0.9% |
| 6M | -22.3% | -43.4% | +21.1% | -20.8% |
| YTD | -37.2% | +9.6% | -46.9% | -38.5% |
| 1Y | -53.0% | -2.0% | -51.0% | -54.1% |
| 3Y | -20.0% | +825.0% | -845.0% | -31.8% |
| All | -20.0% | +796.4% | -816.4% | -31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling