-46.9%
CPNG vs RRX
+30.0%
-76.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -3.6% | +15.6% | +12.4% |
| 7D | +20.8% | +7.6% | +13.2% | +19.4% |
| 30D | +20.1% | +7.5% | +12.6% | +18.6% |
| 3M | +1.6% | -21.0% | +22.6% | +4.0% |
| 6M | -15.8% | -18.1% | +2.2% | -15.2% |
| YTD | -27.7% | +24.3% | -52.0% | -30.8% |
| 1Y | -46.9% | +29.3% | -76.2% | -49.8% |
| All | -46.9% | +30.0% | -76.9% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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