+51.5%
RSP vs CPNG
-53.2%
+104.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.6% |
| 7D | -0.4% | -6.3% | +5.9% | +0.5% |
| 30D | -1.5% | -8.7% | +7.2% | -0.4% |
| 3M | +4.8% | -2.4% | +7.2% | +4.6% |
| 6M | +10.3% | -22.3% | +32.6% | +13.0% |
| YTD | +14.1% | -37.2% | +51.3% | +20.1% |
| 1Y | +17.0% | -53.0% | +70.0% | +28.2% |
| 3Y | +54.2% | -20.0% | +74.2% | +53.8% |
| 5Y | +51.5% | -52.8% | +104.3% | +49.7% |
| All | +51.5% | -53.2% | +104.7% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling