-70.0%
CPNG vs RVMD
+338.3%
-408.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -7.6% | -0.7% | -6.8% | -7.4% |
| 30D | -8.8% | +0.3% | -9.2% | -9.1% |
| 3M | -7.2% | +38.9% | -46.1% | -13.8% |
| 6M | -21.5% | +108.1% | -129.6% | -34.7% |
| YTD | -37.4% | +160.7% | -198.2% | -51.4% |
| 1Y | -54.3% | +407.3% | -461.6% | -70.2% |
| 3Y | -20.3% | +546.6% | -566.9% | -54.9% |
| 5Y | -51.2% | +579.8% | -631.0% | -77.6% |
| All | -70.0% | +338.3% | -408.4% | -85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling