+193.6%
RTX vs CPNG
-75.9%
+269.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | -0.6% |
| 7D | -5.2% | -7.4% | +2.3% | -4.6% |
| 30D | -9.4% | -4.4% | -4.9% | -9.1% |
| 3M | +12.3% | -7.5% | +19.8% | +12.7% |
| 6M | -3.1% | -19.9% | +16.8% | -2.0% |
| YTD | +10.7% | -35.2% | +45.9% | +13.5% |
| 1Y | +28.4% | -46.8% | +75.2% | +33.3% |
| 3Y | +147.1% | -20.2% | +167.2% | +147.1% |
| 5Y | +167.2% | -48.4% | +215.7% | +162.3% |
| All | +193.6% | -75.9% | +269.6% | +185.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling