+54.2%
RGTI vs CPNG
-64.4%
+118.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.3% | -0.6% |
| 7D | +0.5% | -1.1% | +1.6% | +0.9% |
| 30D | -17.1% | -7.4% | -9.7% | -14.6% |
| 3M | -26.0% | -12.3% | -13.6% | -22.2% |
| 6M | -9.9% | -19.4% | +9.6% | -2.9% |
| YTD | -31.1% | -35.9% | +4.8% | -18.3% |
| 1Y | -8.5% | -53.4% | +44.9% | +24.5% |
| 3Y | +652.2% | -20.0% | +672.2% | +710.5% |
| 5Y | +56.8% | -49.6% | +106.3% | +63.2% |
| All | +54.2% | -64.4% | +118.7% | +60.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling