-70.2%
CPNG vs A
+22.5%
-92.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.1% |
| 7D | -5.4% | -4.6% | -0.8% | -3.3% |
| 30D | -11.1% | -4.3% | -6.8% | -9.3% |
| 3M | -3.0% | +8.9% | -11.9% | -7.6% |
| 6M | -23.5% | +24.5% | -48.0% | -32.8% |
| YTD | -37.8% | +5.8% | -43.6% | -40.5% |
| 1Y | -54.3% | +16.2% | -70.6% | -58.9% |
| 3Y | -20.8% | +28.5% | -49.2% | -38.4% |
| 5Y | -51.1% | -16.3% | -34.7% | -55.3% |
| All | -70.2% | +22.5% | -92.7% | -79.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling