+152.8%
RTX vs CPNG
-19.7%
+172.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.2% | -0.8% |
| 7D | -3.1% | -6.3% | +3.2% | -2.7% |
| 30D | -10.6% | -8.7% | -1.8% | -10.0% |
| 3M | +11.6% | -2.4% | +14.1% | +11.8% |
| 6M | -4.5% | -22.3% | +17.8% | -3.4% |
| YTD | +9.6% | -37.2% | +46.8% | +12.0% |
| 1Y | +30.8% | -53.0% | +83.8% | +35.9% |
| 3Y | +152.8% | -20.0% | +172.9% | +154.9% |
| All | +152.8% | -19.7% | +172.6% | +154.9% |
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