-69.3%
CPNG vs RNG
-79.9%
+10.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.2% | +3.1% |
| 7D | -1.1% | -6.1% | +5.0% | +0.6% |
| 30D | -7.4% | +9.6% | -17.0% | -9.9% |
| 3M | -12.3% | +83.3% | -95.7% | -27.7% |
| 6M | -19.4% | +77.9% | -97.4% | -34.0% |
| YTD | -35.9% | +139.9% | -175.8% | -53.6% |
| 1Y | -53.4% | +121.7% | -175.1% | -65.6% |
| 3Y | -20.0% | +121.9% | -141.9% | -46.4% |
| 5Y | -49.6% | -68.4% | +18.8% | -39.5% |
| All | -69.3% | -79.9% | +10.6% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling