-45.2%
CPNG vs RCAT
+68.2%
-113.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.2% |
| 7D | -6.2% | +7.2% | -13.5% | -6.9% |
| 30D | +4.6% | -20.4% | +25.1% | +5.9% |
| 3M | -3.1% | -59.8% | +56.7% | +2.7% |
| 6M | -0.9% | -61.9% | +61.0% | +4.5% |
| YTD | -32.2% | -45.9% | +13.7% | -31.1% |
| 1Y | -44.2% | -50.5% | +6.3% | -43.2% |
| 3Y | +4.4% | +387.5% | -383.1% | -17.7% |
| 5Y | -45.2% | +70.9% | -116.1% | -54.6% |
| All | -45.2% | +68.2% | -113.5% | -54.6% |
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