-46.8%
CPNG vs RVMD
+430.6%
-477.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | -7.4% | +1.0% | -8.5% | -7.5% |
| 30D | -4.4% | +6.4% | -10.9% | -5.0% |
| 3M | -7.5% | +34.9% | -42.4% | -9.7% |
| 6M | -19.9% | +107.6% | -127.5% | -24.9% |
| YTD | -35.2% | +163.7% | -198.9% | -39.8% |
| 1Y | -46.8% | +439.2% | -486.0% | -52.7% |
| All | -46.8% | +430.6% | -477.4% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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