+190.4%
RTX vs CPNG
-76.1%
+266.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | +4.8% | -6.8% | +11.5% | +5.3% |
| 30D | +6.5% | +5.5% | +1.0% | +6.0% |
| 3M | -9.6% | -6.8% | -2.9% | -9.3% |
| 6M | +12.3% | -4.8% | +17.2% | +12.3% |
| YTD | +9.5% | -35.6% | +45.1% | +12.1% |
| 1Y | +15.8% | -46.8% | +62.6% | +20.2% |
| 3Y | +157.0% | -0.8% | +157.8% | +152.8% |
| 5Y | +148.8% | -42.9% | +191.7% | +144.2% |
| All | +190.4% | -76.1% | +266.5% | +182.1% |
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