-70.2%
CPNG vs RSG
+149.0%
-219.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -5.4% | -1.8% | -3.6% | -5.0% |
| 30D | -11.1% | +2.8% | -13.9% | -11.6% |
| 3M | -3.0% | +4.3% | -7.3% | -4.2% |
| 6M | -23.5% | -0.5% | -23.0% | -23.7% |
| YTD | -37.8% | +5.2% | -43.0% | -39.0% |
| 1Y | -54.3% | -2.1% | -52.2% | -54.3% |
| 3Y | -20.8% | +56.5% | -77.3% | -32.1% |
| 5Y | -51.1% | +89.5% | -140.6% | -59.6% |
| All | -70.2% | +149.0% | -219.3% | -75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling