-4.8%
CPNG vs RCAT
-59.7%
+54.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.8% | -0.3% |
| 7D | -6.8% | -5.9% | -0.8% | -6.2% |
| 30D | +5.5% | -19.7% | +25.1% | +7.8% |
| 3M | -6.8% | -62.9% | +56.1% | +5.5% |
| 6M | -4.8% | -59.6% | +54.7% | +3.0% |
| All | -4.8% | -59.7% | +54.9% | +3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling