+209.9%
RCL vs CPNG
-75.9%
+285.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.2% |
| 7D | -5.1% | -7.4% | +2.4% | -3.1% |
| 30D | -19.0% | -4.4% | -14.6% | -18.1% |
| 3M | -9.6% | -7.5% | -2.1% | -8.6% |
| 6M | -6.7% | -19.9% | +13.3% | -2.9% |
| YTD | -3.9% | -35.2% | +31.3% | +5.5% |
| 1Y | -25.1% | -46.8% | +21.7% | -13.7% |
| 3Y | +179.1% | -20.2% | +199.3% | +179.6% |
| 5Y | +243.3% | -48.4% | +291.7% | +235.5% |
| All | +209.9% | -75.9% | +285.8% | +215.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling