-5.4%
RKT vs CPNG
-43.2%
+37.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -9.0% | -6.8% | -2.2% | -6.8% |
| 30D | +30.2% | +5.5% | +24.7% | +28.1% |
| 3M | -8.8% | -6.8% | -2.1% | -6.8% |
| 6M | -0.9% | -4.8% | +3.9% | -0.1% |
| YTD | -29.2% | -35.6% | +6.4% | -20.4% |
| 1Y | -20.1% | -46.8% | +26.7% | -4.7% |
| 3Y | +81.3% | -0.8% | +82.1% | +70.7% |
| All | -5.4% | -43.2% | +37.8% | -3.8% |
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