-45.7%
CPNG vs RRC
+132.3%
-178.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.6% | -4.2% |
| 7D | -6.9% | +2.5% | -9.4% | -7.4% |
| 30D | +1.1% | +21.1% | -20.0% | -3.4% |
| 3M | -6.3% | +28.4% | -34.7% | -11.7% |
| 6M | -3.8% | +26.5% | -30.3% | -9.5% |
| YTD | -35.2% | +47.0% | -82.2% | -41.4% |
| 1Y | -47.0% | +35.2% | -82.2% | -51.2% |
| 3Y | -0.2% | +61.0% | -61.2% | -13.8% |
| All | -45.7% | +132.3% | -178.0% | -55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling