+56.8%
RGTI vs CPNG
-49.8%
+106.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.3% | -0.7% |
| 7D | +0.5% | -1.1% | +1.6% | +0.9% |
| 30D | -17.1% | -7.4% | -9.7% | -14.4% |
| 3M | -26.0% | -12.3% | -13.6% | -21.9% |
| 6M | -9.9% | -19.4% | +9.6% | -2.3% |
| YTD | -31.1% | -35.9% | +4.8% | -17.0% |
| 1Y | -8.5% | -53.4% | +44.9% | +28.2% |
| 3Y | +652.2% | -20.0% | +672.2% | +710.0% |
| All | +56.8% | -49.8% | +106.5% | +66.2% |
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 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