+55.8%
RSP vs CPNG
-17.1%
+72.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | -0.8% | -7.4% | +6.7% | +0.1% |
| 30D | -0.3% | -4.4% | +4.1% | +0.2% |
| 3M | +4.3% | -7.5% | +11.8% | +4.7% |
| 6M | +8.8% | -19.9% | +28.8% | +10.8% |
| YTD | +15.3% | -35.2% | +50.4% | +20.7% |
| 1Y | +18.3% | -46.8% | +65.1% | +27.3% |
| All | +55.8% | -17.1% | +72.9% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling