-53.4%
CPNG vs RMBS
+11.7%
-65.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +2.9% |
| 7D | -1.1% | +1.8% | -2.9% | -1.2% |
| 30D | -7.4% | -13.9% | +6.5% | -6.4% |
| 3M | -12.3% | -39.8% | +27.5% | -10.0% |
| 6M | -19.4% | -6.0% | -13.4% | -22.6% |
| YTD | -35.9% | -5.4% | -30.6% | -38.5% |
| 1Y | -53.4% | -1.8% | -51.6% | -56.2% |
| All | -53.4% | +11.7% | -65.1% | -56.2% |
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