-24.5%
RCL vs CPNG
-52.8%
+28.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.6% | +0.1% |
| 7D | -1.9% | -1.1% | -0.8% | -1.8% |
| 30D | -15.5% | -7.4% | -8.2% | -14.8% |
| 3M | -9.7% | -12.3% | +2.7% | -8.8% |
| 6M | -8.7% | -19.4% | +10.7% | -9.8% |
| YTD | -5.8% | -35.9% | +30.2% | -9.1% |
| 1Y | -24.5% | -53.4% | +29.0% | -30.0% |
| All | -24.5% | -52.8% | +28.3% | -30.0% |
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