+212.8%
RDDT vs CPNG
-18.4%
+231.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | +0.4% |
| 7D | +2.1% | -1.1% | +3.3% | +2.6% |
| 30D | +2.8% | -7.4% | +10.2% | +5.8% |
| 3M | -8.9% | -12.3% | +3.4% | -5.0% |
| 6M | +15.1% | -19.4% | +34.5% | +23.7% |
| YTD | -31.4% | -35.9% | +4.5% | -19.6% |
| 1Y | -39.4% | -53.4% | +14.0% | -18.5% |
| All | +212.8% | -18.4% | +231.2% | +267.7% |
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 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