-53.4%
CPNG vs RL
+8.8%
-62.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.3% | +2.9% |
| 7D | -1.1% | -3.4% | +2.3% | -0.1% |
| 30D | -7.4% | -14.4% | +7.1% | -3.0% |
| 3M | -12.3% | -13.6% | +1.2% | -8.9% |
| 6M | -19.4% | +0.6% | -20.0% | -20.8% |
| YTD | -35.9% | -3.6% | -32.3% | -36.6% |
| 1Y | -53.4% | +8.3% | -61.7% | -54.5% |
| All | -53.4% | +8.8% | -62.2% | -54.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling