-51.2%
CPNG vs RVTY
-34.2%
-17.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.6% |
| 7D | -7.6% | -5.4% | -2.2% | -5.6% |
| 30D | -8.8% | +6.7% | -15.6% | -11.1% |
| 3M | -7.2% | +19.0% | -26.2% | -14.0% |
| 6M | -21.5% | +34.6% | -56.2% | -31.7% |
| YTD | -37.4% | +28.3% | -65.7% | -44.6% |
| 1Y | -54.3% | +46.0% | -100.4% | -62.1% |
| 3Y | -20.3% | +16.9% | -37.2% | -30.7% |
| 5Y | -51.2% | -32.9% | -18.3% | -43.8% |
| All | -51.2% | -34.2% | -17.0% | -43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling