-46.9%
CPNG vs RVMD
+244.4%
-291.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.8% | +9.1% | +11.8% |
| 7D | +20.8% | +5.8% | +15.0% | +20.4% |
| 30D | +20.1% | -3.8% | +23.9% | +20.3% |
| 3M | +1.6% | +3.2% | -1.6% | +1.1% |
| 6M | -15.8% | +35.0% | -50.9% | -18.1% |
| YTD | -27.7% | +150.7% | -178.4% | -33.0% |
| 1Y | -46.9% | +241.0% | -287.9% | -56.2% |
| All | -46.9% | +244.4% | -291.3% | -56.2% |
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