-20.0%
CPNG vs RSG
+57.7%
-77.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +3.0% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | -7.4% | +4.0% | -11.3% | -7.7% |
| 3M | -12.3% | +7.4% | -19.7% | -13.2% |
| 6M | -19.4% | +0.1% | -19.6% | -19.5% |
| YTD | -35.9% | +6.0% | -41.9% | -36.8% |
| 1Y | -53.4% | -3.0% | -50.4% | -53.1% |
| 3Y | -20.0% | +56.5% | -76.5% | -18.7% |
| All | -20.0% | +57.7% | -77.7% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 3y: compounded portfolio wealth divided by compounded RSG 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…
3y analysis · Full analysis span regression · 6 months rolling