-46.9%
CPNG vs RDW
+9.7%
-56.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -4.9% | +16.9% | +12.3% |
| 7D | +20.8% | -14.3% | +35.2% | +22.2% |
| 30D | +20.1% | -26.0% | +46.1% | +22.8% |
| 3M | +1.6% | -27.4% | +29.0% | +3.6% |
| 6M | -15.8% | -10.6% | -5.2% | -16.6% |
| YTD | -27.7% | +1.6% | -29.3% | -29.9% |
| 1Y | -46.9% | +11.1% | -58.0% | -50.1% |
| All | -46.9% | +9.7% | -56.6% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 1y: compounded portfolio wealth divided by compounded RDW 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…
1y analysis · Full analysis span regression · 6 months rolling