-69.3%
CPNG vs RRC
+297.8%
-367.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.8% | +3.4% |
| 7D | -1.1% | -2.0% | +0.9% | -0.8% |
| 30D | -7.4% | +2.4% | -9.8% | -7.8% |
| 3M | -12.3% | +8.6% | -20.9% | -13.8% |
| 6M | -19.4% | -1.4% | -18.0% | -19.7% |
| YTD | -35.9% | +17.3% | -53.2% | -38.3% |
| 1Y | -53.4% | +18.1% | -71.6% | -55.3% |
| 3Y | -20.0% | +32.8% | -52.8% | -26.1% |
| 5Y | -49.6% | +147.6% | -197.1% | -56.2% |
| All | -69.3% | +297.8% | -367.1% | -75.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling