-50.5%
CPNG vs RJF
+104.0%
-154.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | -1.1% | -2.7% | +1.6% | +0.3% |
| 30D | -7.4% | -4.3% | -3.1% | -5.3% |
| 3M | -12.3% | +15.7% | -28.1% | -19.0% |
| 6M | -19.4% | +17.8% | -37.3% | -26.6% |
| YTD | -35.9% | +9.2% | -45.1% | -39.6% |
| 1Y | -53.4% | +2.8% | -56.2% | -54.8% |
| 3Y | -20.0% | +69.5% | -89.5% | -46.7% |
| All | -50.5% | +104.0% | -154.5% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling