+280.0%
RCL vs CPNG
-76.1%
+356.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | -1.2% | -6.8% | +5.6% | +0.7% |
| 30D | +17.8% | +5.5% | +12.4% | +16.1% |
| 3M | +4.9% | -6.8% | +11.7% | +6.6% |
| 6M | +23.7% | -4.8% | +28.5% | +23.7% |
| YTD | +17.8% | -35.6% | +53.4% | +29.4% |
| 1Y | +28.9% | -46.8% | +75.7% | +48.8% |
| 3Y | +241.9% | -0.8% | +242.7% | +222.9% |
| 5Y | +295.4% | -42.9% | +338.3% | +281.6% |
| All | +280.0% | -76.1% | +356.1% | +286.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling