-21.9%
CPNG vs RVTY
+16.6%
-38.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.2% |
| 7D | -7.6% | -5.4% | -2.2% | -6.4% |
| 30D | -8.8% | +6.7% | -15.6% | -10.2% |
| 3M | -7.2% | +19.0% | -26.2% | -11.2% |
| 6M | -21.5% | +34.6% | -56.2% | -27.6% |
| YTD | -37.4% | +28.3% | -65.7% | -41.5% |
| 1Y | -54.3% | +46.0% | -100.4% | -58.9% |
| All | -21.9% | +16.6% | -38.5% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 3y: compounded portfolio wealth divided by compounded RVTY 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…
3y analysis · Full analysis span regression · 6 months rolling