-46.9%
CPNG vs RRC
+44.7%
-91.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -3.5% | +15.5% | +11.7% |
| 7D | +20.8% | -6.8% | +27.6% | +20.4% |
| 30D | +20.1% | +34.7% | -14.7% | +21.3% |
| 3M | +1.6% | +31.5% | -29.9% | +2.7% |
| 6M | -15.8% | +21.8% | -37.6% | -13.7% |
| YTD | -27.7% | +48.9% | -76.6% | -28.8% |
| 1Y | -46.9% | +42.1% | -89.0% | -48.0% |
| All | -46.9% | +44.7% | -91.6% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling