+15.6%
RSP vs CPNG
-54.7%
+70.3%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -3.1% | -5.4% | +2.3% | -2.7% |
| 30D | -3.4% | -11.1% | +7.7% | -2.6% |
| 3M | +3.6% | -3.0% | +6.6% | +3.3% |
| 6M | +9.0% | -23.5% | +32.5% | +10.2% |
| YTD | +12.2% | -37.8% | +50.0% | +15.1% |
| 1Y | +15.6% | -54.3% | +69.9% | +23.2% |
| All | +15.6% | -54.7% | +70.3% | +23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling