+162.9%
RTX vs CPNG
-52.6%
+215.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -1.6% | -7.6% | +6.0% | -1.0% |
| 30D | -11.6% | -8.8% | -2.7% | -10.9% |
| 3M | +9.2% | -7.2% | +16.4% | +9.7% |
| 6M | -4.4% | -21.5% | +17.1% | -3.0% |
| YTD | +8.9% | -37.4% | +46.3% | +12.3% |
| 1Y | +32.1% | -54.3% | +86.5% | +39.7% |
| 3Y | +151.2% | -20.3% | +171.5% | +150.9% |
| 5Y | +162.9% | -51.2% | +214.1% | +160.9% |
| All | +162.9% | -52.6% | +215.5% | +160.9% |
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 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