-50.5%
CPNG vs RVMD
+576.1%
-626.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -32.8% |
| YTD | -35.9% | +155.8% | -191.7% | -50.2% |
| 1Y | -53.4% | +340.7% | -394.1% | -68.6% |
| 3Y | -20.0% | +519.9% | -539.9% | -54.7% |
| All | -50.5% | +576.1% | -626.5% | -79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling