-46.8%
CPNG vs RMBS
+16.3%
-63.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.5% |
| 7D | -7.4% | -0.3% | -7.1% | -7.4% |
| 30D | -4.4% | -12.2% | +7.7% | -3.7% |
| 3M | -7.5% | -49.5% | +42.0% | -3.9% |
| 6M | -19.9% | -7.1% | -12.8% | -22.7% |
| YTD | -35.2% | -7.0% | -28.2% | -37.4% |
| 1Y | -46.8% | +13.3% | -60.1% | -49.1% |
| All | -46.8% | +16.3% | -63.1% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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