-69.9%
CPNG vs RMD
+23.8%
-93.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | +0.1% | -2.1% |
| 7D | -6.3% | -4.5% | -1.8% | -4.9% |
| 30D | -8.7% | +4.6% | -13.3% | -10.0% |
| 3M | -2.4% | +14.8% | -17.2% | -7.0% |
| 6M | -22.3% | -12.1% | -10.3% | -19.4% |
| YTD | -37.2% | -7.5% | -29.7% | -36.1% |
| 1Y | -53.0% | -20.1% | -32.9% | -49.8% |
| 3Y | -20.0% | +53.9% | -73.9% | -38.5% |
| 5Y | -52.8% | -22.2% | -30.6% | -55.3% |
| All | -69.9% | +23.8% | -93.7% | -70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling