+227.1%
RCL vs CPNG
-52.6%
+279.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -2.2% | -7.6% | +5.4% | 0.0% |
| 30D | -15.7% | -8.8% | -6.8% | -13.5% |
| 3M | -8.0% | -7.2% | -0.7% | -7.0% |
| 6M | -10.1% | -21.5% | +11.4% | -5.7% |
| YTD | -5.9% | -37.4% | +31.5% | +5.0% |
| 1Y | -23.5% | -54.3% | +30.9% | -6.6% |
| 3Y | +174.4% | -20.3% | +194.7% | +173.9% |
| 5Y | +227.1% | -51.2% | +278.3% | +217.7% |
| All | +227.1% | -52.6% | +279.7% | +217.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling