-46.9%
CPNG vs RMBS
-18.2%
-28.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -6.0% | +17.9% | +12.3% |
| 7D | +20.8% | -8.9% | +29.8% | +21.4% |
| 30D | +20.1% | -24.8% | +44.9% | +22.0% |
| 3M | +1.6% | -17.6% | +19.2% | +2.5% |
| 6M | -15.8% | -25.7% | +9.8% | -15.7% |
| YTD | -27.7% | -9.8% | -17.9% | -30.4% |
| 1Y | -46.9% | -17.4% | -29.6% | -48.9% |
| All | -46.9% | -18.2% | -28.7% | -48.9% |
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