-25.1%
RCL vs CPNG
-45.9%
+20.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | -5.1% | -7.4% | +2.4% | -4.3% |
| 30D | -19.0% | -4.4% | -14.6% | -18.6% |
| 3M | -9.6% | -7.5% | -2.1% | -10.0% |
| 6M | -6.7% | -19.9% | +13.3% | -7.8% |
| YTD | -3.9% | -35.2% | +31.3% | -7.1% |
| 1Y | -25.1% | -46.8% | +21.7% | -28.8% |
| All | -25.1% | -45.9% | +20.8% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 1y: compounded portfolio wealth divided by compounded CPNG 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…
1y analysis · Full analysis span regression · 6 months rolling