-69.0%
CPNG vs RRC
+398.6%
-467.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.6% | -4.3% |
| 7D | -6.9% | +2.5% | -9.4% | -7.3% |
| 30D | +1.1% | +21.1% | -20.0% | -2.6% |
| 3M | -6.3% | +28.4% | -34.7% | -10.8% |
| 6M | -3.8% | +26.5% | -30.3% | -8.5% |
| YTD | -35.2% | +47.0% | -82.2% | -40.3% |
| 1Y | -47.0% | +35.2% | -82.2% | -50.4% |
| 3Y | -0.2% | +61.0% | -61.2% | -11.1% |
| 5Y | -42.5% | +133.6% | -176.1% | -51.5% |
| All | -69.0% | +398.6% | -467.6% | -75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling