+0.5%
RGTI vs CPNG
-45.9%
+46.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.6% | +0.8% |
| 7D | -2.5% | -7.4% | +4.9% | +1.1% |
| 30D | -9.4% | -4.4% | -5.0% | -7.7% |
| 3M | -37.1% | -7.5% | -29.6% | -35.3% |
| 6M | -14.4% | -19.9% | +5.5% | -8.1% |
| YTD | -31.4% | -35.2% | +3.8% | -20.3% |
| 1Y | +0.5% | -46.8% | +47.3% | +51.7% |
| All | +0.5% | -45.9% | +46.4% | +51.7% |
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 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