-69.9%
CPNG vs RJF
+145.2%
-215.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.2% | -2.7% |
| 7D | -6.3% | +1.8% | -8.0% | -7.1% |
| 30D | -8.7% | 0.0% | -8.7% | -8.8% |
| 3M | -2.4% | +18.0% | -20.4% | -10.3% |
| 6M | -22.3% | +17.0% | -39.3% | -28.6% |
| YTD | -37.2% | +11.1% | -48.3% | -41.2% |
| 1Y | -53.0% | +8.0% | -60.9% | -55.4% |
| 3Y | -20.0% | +73.3% | -93.3% | -45.5% |
| 5Y | -52.8% | +107.4% | -160.2% | -70.0% |
| All | -69.9% | +145.2% | -215.2% | -79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling