-69.0%
CPNG vs RRC
+306.0%
-375.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.3% |
| 7D | -7.4% | +1.3% | -8.7% | -7.7% |
| 30D | -4.4% | +10.1% | -14.6% | -6.1% |
| 3M | -7.5% | +4.0% | -11.5% | -8.4% |
| 6M | -19.9% | +1.6% | -21.5% | -20.6% |
| YTD | -35.2% | +19.7% | -54.9% | -37.8% |
| 1Y | -46.8% | +21.4% | -68.2% | -49.2% |
| 3Y | -20.2% | +29.7% | -49.8% | -25.9% |
| 5Y | -48.4% | +153.9% | -202.3% | -55.4% |
| All | -69.0% | +306.0% | -375.0% | -74.8% |
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