-22.4%
CPNG vs RIO
+87.1%
-109.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | +0.8% |
| 7D | -5.4% | -3.4% | -2.1% | -4.3% |
| 30D | -11.1% | +0.6% | -11.7% | -11.3% |
| 3M | -3.0% | +2.5% | -5.5% | -4.1% |
| 6M | -23.5% | +10.8% | -34.3% | -27.1% |
| YTD | -37.8% | +30.5% | -68.3% | -44.0% |
| 1Y | -54.3% | +68.1% | -122.5% | -62.8% |
| All | -22.4% | +87.1% | -109.5% | -40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling