-46.8%
CPNG vs RIO
+73.7%
-120.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -7.4% | 0.0% | -7.4% | -7.4% |
| 30D | -4.4% | +4.0% | -8.4% | -5.6% |
| 3M | -7.5% | +0.1% | -7.6% | -7.8% |
| 6M | -19.9% | +12.7% | -32.7% | -23.9% |
| YTD | -35.2% | +35.6% | -70.7% | -37.8% |
| 1Y | -46.8% | +73.7% | -120.5% | -48.2% |
| All | -46.8% | +73.7% | -120.5% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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