+598.5%
CEG vs CPNG
-26.1%
+624.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.4% | +7.2% | +3.5% |
| 7D | +17.8% | -6.9% | +24.7% | +19.1% |
| 30D | -4.5% | +1.1% | -5.7% | -5.0% |
| 3M | +1.5% | -6.3% | +7.8% | +2.1% |
| 6M | -3.5% | -3.8% | +0.3% | -3.9% |
| YTD | -19.7% | -35.2% | +15.5% | -15.2% |
| 1Y | -19.8% | -47.0% | +27.2% | -12.6% |
| 3Y | +136.4% | -0.2% | +136.6% | +136.0% |
| All | +598.5% | -26.1% | +624.6% | +600.2% |
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