-22.4%
CPNG vs RJF
+69.1%
-91.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | -5.4% | -4.2% | -1.2% | -4.2% |
| 30D | -11.1% | -3.6% | -7.5% | -10.2% |
| 3M | -3.0% | +15.6% | -18.6% | -7.0% |
| 6M | -23.5% | +17.6% | -41.1% | -27.2% |
| YTD | -37.8% | +9.2% | -47.0% | -39.7% |
| 1Y | -54.3% | +5.5% | -59.8% | -55.4% |
| All | -22.4% | +69.1% | -91.5% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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