+189.7%
RTX vs CPNG
-76.9%
+266.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.3% |
| 7D | -2.0% | -5.4% | +3.4% | -1.6% |
| 30D | -11.2% | -11.1% | -0.1% | -10.5% |
| 3M | +12.0% | -3.0% | +15.0% | +12.2% |
| 6M | -3.6% | -23.5% | +19.9% | -2.1% |
| YTD | +9.2% | -37.8% | +47.0% | +12.3% |
| 1Y | +29.7% | -54.3% | +84.0% | +36.3% |
| 3Y | +152.0% | -20.8% | +172.7% | +152.1% |
| 5Y | +165.8% | -51.1% | +216.8% | +161.7% |
| All | +189.7% | -76.9% | +266.6% | +182.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling