+444.5%
CORZ vs CPNG
-1.3%
+445.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.1% | +7.8% | +6.1% |
| 7D | +16.6% | -6.3% | +22.8% | +19.7% |
| 30D | -10.9% | -8.7% | -2.1% | -7.6% |
| 3M | -31.0% | -2.4% | -28.6% | -31.3% |
| 6M | +26.0% | -22.3% | +48.4% | +35.3% |
| YTD | +28.6% | -37.2% | +65.9% | +53.3% |
| 1Y | +34.5% | -53.0% | +87.4% | +86.4% |
| All | +444.5% | -1.3% | +445.7% | +317.8% |
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