-69.0%
CPNG vs RCAT
+65.7%
-134.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.3% |
| 7D | -7.4% | -1.4% | -6.0% | -7.4% |
| 30D | -4.4% | -3.3% | -1.1% | -4.4% |
| 3M | -7.5% | -43.2% | +35.7% | -4.9% |
| 6M | -19.9% | -43.2% | +23.2% | -18.4% |
| YTD | -35.2% | +5.5% | -40.7% | -36.5% |
| 1Y | -46.8% | -1.6% | -45.1% | -48.2% |
| 3Y | -20.2% | +773.7% | -793.9% | -34.0% |
| 5Y | -48.4% | +187.6% | -236.1% | -56.3% |
| All | -69.0% | +65.7% | -134.7% | -74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling