-50.5%
CPNG vs RRX
+17.8%
-68.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.7% | -0.6% | +1.9% |
| 7D | -1.1% | -0.3% | -0.8% | -1.0% |
| 30D | -7.4% | -6.1% | -1.2% | -5.7% |
| 3M | -12.3% | -23.1% | +10.7% | -6.3% |
| 6M | -19.4% | -19.5% | +0.1% | -16.2% |
| YTD | -35.9% | +16.1% | -52.0% | -42.6% |
| 1Y | -53.4% | +12.9% | -66.3% | -58.2% |
| 3Y | -20.0% | +7.9% | -27.9% | -31.4% |
| All | -50.5% | +17.8% | -68.3% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling