+28.9%
RCL vs CPNG
-47.2%
+76.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | -1.2% | -6.8% | +5.6% | 0.0% |
| 30D | +17.8% | +5.5% | +12.4% | +17.1% |
| 3M | +4.9% | -6.8% | +11.7% | +5.7% |
| 6M | +23.7% | -4.8% | +28.5% | +22.8% |
| YTD | +17.8% | -35.6% | +53.4% | +14.5% |
| 1Y | +28.9% | -46.8% | +75.7% | +19.0% |
| All | +28.9% | -47.2% | +76.2% | +19.0% |
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