+112.1%
CDE vs CPNG
-76.9%
+189.0%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -3.0% |
| 7D | -6.1% | -5.4% | -0.6% | -4.7% |
| 30D | +9.5% | -11.1% | +20.6% | +12.8% |
| 3M | +32.0% | -3.0% | +35.0% | +32.1% |
| 6M | -12.8% | -23.5% | +10.7% | -8.2% |
| YTD | +14.2% | -37.8% | +52.0% | +26.2% |
| 1Y | +36.3% | -54.3% | +90.6% | +61.8% |
| 3Y | +821.4% | -20.8% | +842.2% | +845.8% |
| 5Y | +194.3% | -51.1% | +245.3% | +195.8% |
| All | +112.1% | -76.9% | +189.0% | +109.9% |
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 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