+67.2%
RSP vs CPNG
-76.8%
+144.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.9% |
| 7D | -1.8% | -7.6% | +5.8% | -0.9% |
| 30D | -2.5% | -8.8% | +6.3% | -1.5% |
| 3M | +3.0% | -7.2% | +10.2% | +3.5% |
| 6M | +8.9% | -21.5% | +30.4% | +11.2% |
| YTD | +13.0% | -37.4% | +50.4% | +18.3% |
| 1Y | +16.2% | -54.3% | +70.6% | +26.6% |
| 3Y | +52.7% | -20.3% | +73.0% | +52.7% |
| 5Y | +50.5% | -51.2% | +101.7% | +46.6% |
| All | +67.2% | -76.8% | +144.0% | +62.5% |
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