-69.0%
CPNG vs RL
+254.7%
-323.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.6% | -4.0% |
| 7D | -6.9% | +2.4% | -9.2% | -7.8% |
| 30D | +1.1% | +4.6% | -3.4% | -0.7% |
| 3M | -6.3% | -1.1% | -5.2% | -6.0% |
| 6M | -3.8% | +16.5% | -20.4% | -10.8% |
| YTD | -35.2% | +11.4% | -46.6% | -39.1% |
| 1Y | -47.0% | +16.1% | -63.1% | -51.2% |
| 3Y | -0.2% | +252.6% | -252.8% | -49.0% |
| 5Y | -42.5% | +244.9% | -287.4% | -72.7% |
| All | -69.0% | +254.7% | -323.7% | -85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling