-20.0%
CPNG vs RL
+211.8%
-231.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.8% |
| 7D | -6.3% | +1.9% | -8.1% | -6.8% |
| 30D | -8.7% | -12.2% | +3.5% | -5.2% |
| 3M | -2.4% | -6.6% | +4.2% | -0.7% |
| 6M | -22.3% | +3.2% | -25.5% | -23.7% |
| YTD | -37.2% | -1.3% | -35.9% | -37.6% |
| 1Y | -53.0% | +13.6% | -66.6% | -55.3% |
| 3Y | -20.0% | +210.9% | -230.9% | -44.1% |
| All | -20.0% | +211.8% | -231.9% | -44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling