-69.3%
CPNG vs RVMD
+330.1%
-399.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.0% |
| 7D | -1.1% | -3.0% | +1.9% | -0.5% |
| 30D | -7.4% | -0.7% | -6.6% | -7.4% |
| 3M | -12.3% | +36.5% | -48.9% | -18.4% |
| 6M | -19.4% | +104.6% | -124.1% | -32.7% |
| YTD | -35.9% | +155.8% | -191.7% | -50.1% |
| 1Y | -53.4% | +340.7% | -394.1% | -68.4% |
| 3Y | -20.0% | +519.9% | -539.9% | -54.2% |
| 5Y | -49.6% | +584.9% | -634.5% | -76.8% |
| All | -69.3% | +330.1% | -399.4% | -85.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling