-51.1%
CPNG vs RMD
-22.7%
-28.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -5.4% | -4.2% | -1.2% | -4.0% |
| 30D | -11.1% | -2.1% | -9.0% | -10.4% |
| 3M | -3.0% | +13.8% | -16.7% | -7.7% |
| 6M | -23.5% | -10.6% | -12.9% | -20.8% |
| YTD | -37.8% | -8.1% | -29.7% | -36.5% |
| 1Y | -54.3% | -18.0% | -36.4% | -51.4% |
| 3Y | -20.8% | +52.9% | -73.6% | -41.6% |
| 5Y | -51.1% | -22.3% | -28.8% | -50.5% |
| All | -51.1% | -22.7% | -28.3% | -50.5% |
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