-51.2%
CPNG vs RCAT
+184.3%
-235.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | +0.1% |
| 7D | -7.6% | -2.3% | -5.3% | -7.5% |
| 30D | -8.8% | -18.7% | +9.9% | -7.7% |
| 3M | -7.2% | -29.3% | +22.0% | -5.5% |
| 6M | -21.5% | -42.3% | +20.8% | -19.8% |
| YTD | -37.4% | +2.5% | -40.0% | -38.8% |
| 1Y | -54.3% | -5.7% | -48.7% | -55.7% |
| 3Y | -20.3% | +764.9% | -785.2% | -38.6% |
| 5Y | -51.2% | +182.3% | -233.5% | -60.7% |
| All | -51.2% | +184.3% | -235.5% | -60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling