+74.1%
RSP vs CPNG
-74.8%
+148.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.1% |
| 7D | -0.3% | -6.2% | +5.9% | +0.5% |
| 30D | +4.4% | +4.6% | -0.2% | +3.8% |
| 3M | +1.3% | -3.1% | +4.4% | +1.4% |
| 6M | +10.0% | -0.9% | +10.9% | +9.3% |
| YTD | +17.6% | -32.2% | +49.8% | +21.8% |
| 1Y | +19.2% | -44.2% | +63.4% | +26.5% |
| 3Y | +66.0% | +4.4% | +61.7% | +60.7% |
| 5Y | +50.4% | -45.2% | +95.7% | +45.0% |
| All | +74.1% | -74.8% | +148.9% | +67.3% |
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