+48.4%
RSP vs CPNG
-43.2%
+91.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +2.4% | -6.8% | +9.1% | +3.3% |
| 30D | +4.3% | +5.5% | -1.2% | +3.4% |
| 3M | -0.3% | -6.8% | +6.4% | +0.4% |
| 6M | +9.8% | -4.8% | +14.6% | +9.7% |
| YTD | +16.8% | -35.6% | +52.4% | +22.4% |
| 1Y | +19.5% | -46.8% | +66.3% | +28.6% |
| 3Y | +65.1% | -0.8% | +65.9% | +59.7% |
| All | +48.4% | -43.2% | +91.6% | +43.0% |
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