+64.8%
RSP vs CPNG
-0.3%
+65.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.5% | -0.3% |
| 7D | +1.8% | -6.9% | +8.7% | +2.7% |
| 30D | +3.5% | +1.1% | +2.4% | +3.2% |
| 3M | +0.2% | -6.3% | +6.5% | +0.8% |
| 6M | +9.1% | -3.8% | +13.0% | +8.8% |
| YTD | +16.6% | -35.2% | +51.8% | +21.9% |
| 1Y | +17.9% | -47.0% | +64.9% | +27.0% |
| All | +64.8% | -0.3% | +65.1% | +57.3% |
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 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