-46.9%
CPNG vs A
+24.4%
-71.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.0% | +11.0% | +11.9% |
| 7D | +20.8% | -2.4% | +23.2% | +21.1% |
| 30D | +20.1% | +3.6% | +16.5% | +19.7% |
| 3M | +1.6% | +27.5% | -25.9% | -0.5% |
| 6M | -15.8% | +58.5% | -74.3% | -20.0% |
| YTD | -27.7% | +31.2% | -58.9% | -27.7% |
| 1Y | -46.9% | +22.2% | -69.1% | -46.4% |
| All | -46.9% | +24.4% | -71.3% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling