-69.9%
CPNG vs RIO
+91.7%
-161.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.7% | -3.3% |
| 7D | -6.3% | +1.9% | -8.2% | -6.9% |
| 30D | -8.7% | +5.0% | -13.7% | -10.4% |
| 3M | -2.4% | +5.1% | -7.6% | -4.4% |
| 6M | -22.3% | +17.6% | -40.0% | -27.4% |
| YTD | -37.2% | +36.3% | -73.5% | -44.4% |
| 1Y | -53.0% | +71.2% | -124.2% | -61.9% |
| 3Y | -20.0% | +102.7% | -122.7% | -40.0% |
| 5Y | -52.8% | +99.6% | -152.3% | -64.5% |
| All | -69.9% | +91.7% | -161.7% | -76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling