-46.0%
CPNG vs RMD
-7.7%
-38.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.7% |
| 7D | -6.8% | +2.1% | -8.8% | -7.5% |
| 30D | +5.5% | +2.1% | +3.4% | +4.6% |
| 3M | -6.8% | +6.2% | -13.0% | -8.8% |
| 6M | -4.8% | +19.4% | -24.2% | -11.4% |
| YTD | -35.6% | +0.5% | -36.1% | -36.4% |
| 1Y | -46.8% | -3.9% | -42.8% | -46.5% |
| 3Y | -0.8% | +72.5% | -73.3% | -30.0% |
| All | -46.0% | -7.7% | -38.4% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 5y: compounded portfolio wealth divided by compounded RMD 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…
5y analysis · Full analysis span regression · 6 months rolling