-69.9%
CPNG vs RVTY
+5.3%
-75.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.7% | -2.2% |
| 7D | -6.3% | +0.4% | -6.7% | -6.4% |
| 30D | -8.7% | +10.8% | -19.6% | -12.2% |
| 3M | -2.4% | +26.8% | -29.2% | -11.5% |
| 6M | -22.3% | +39.3% | -61.7% | -33.0% |
| YTD | -37.2% | +31.6% | -68.8% | -44.7% |
| 1Y | -53.0% | +47.7% | -100.7% | -60.9% |
| 3Y | -20.0% | +19.9% | -40.0% | -30.8% |
| 5Y | -52.8% | -32.3% | -20.4% | -46.5% |
| All | -69.9% | +5.3% | -75.3% | -70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling