-70.0%
CPNG vs RNG
-79.7%
+9.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | -0.1% |
| 7D | -7.6% | -4.1% | -3.5% | -6.6% |
| 30D | -8.8% | +8.6% | -17.5% | -11.1% |
| 3M | -7.2% | +78.0% | -85.2% | -22.8% |
| 6M | -21.5% | +67.0% | -88.6% | -34.5% |
| YTD | -37.4% | +142.4% | -179.9% | -54.8% |
| 1Y | -54.3% | +120.4% | -174.8% | -66.2% |
| 3Y | -20.3% | +122.1% | -142.4% | -46.5% |
| 5Y | -51.2% | -69.8% | +18.6% | -40.8% |
| All | -70.0% | -79.7% | +9.7% | -59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling