-70.0%
CPNG vs RMBS
+338.5%
-408.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | -7.6% | +3.5% | -11.0% | -8.2% |
| 30D | -8.8% | -8.6% | -0.2% | -7.5% |
| 3M | -7.2% | -40.3% | +33.1% | +1.4% |
| 6M | -21.5% | -1.0% | -20.5% | -26.3% |
| YTD | -37.4% | -4.6% | -32.8% | -41.5% |
| 1Y | -54.3% | +17.6% | -71.9% | -60.7% |
| 3Y | -20.3% | +58.6% | -78.9% | -44.1% |
| 5Y | -51.2% | +270.9% | -322.1% | -80.8% |
| All | -70.0% | +338.5% | -408.5% | -88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling