-69.3%
CPNG vs RDW
+4.8%
-74.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.3% | +5.4% | +3.3% |
| 7D | -1.1% | +0.9% | -2.0% | -1.3% |
| 30D | -7.4% | -21.3% | +13.9% | -4.8% |
| 3M | -12.3% | -37.9% | +25.5% | -8.2% |
| 6M | -19.4% | +12.3% | -31.7% | -23.8% |
| YTD | -35.9% | +39.7% | -75.6% | -42.3% |
| 1Y | -53.4% | +25.7% | -79.1% | -58.2% |
| 3Y | -20.0% | +230.8% | -250.8% | -48.6% |
| 5Y | -49.6% | -8.8% | -40.8% | -68.4% |
| All | -69.3% | +4.8% | -74.1% | -80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling