+53.1%
RGTI vs CPNG
-65.5%
+118.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -0.1% | -5.4% | +5.3% | +2.3% |
| 30D | -16.2% | -11.1% | -5.1% | -12.1% |
| 3M | -22.0% | -3.0% | -19.1% | -21.8% |
| 6M | -10.8% | -23.5% | +12.7% | -1.6% |
| YTD | -31.6% | -37.8% | +6.3% | -17.7% |
| 1Y | -6.4% | -54.3% | +48.0% | +28.6% |
| 3Y | +665.7% | -20.8% | +686.4% | +730.1% |
| 5Y | +55.6% | -51.1% | +106.7% | +64.2% |
| All | +53.1% | -65.5% | +118.6% | +61.2% |
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 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