-21.9%
CPNG vs A
+29.6%
-51.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | 0.0% |
| 7D | -7.6% | -4.4% | -3.2% | -6.6% |
| 30D | -8.8% | -2.7% | -6.2% | -8.3% |
| 3M | -7.2% | +7.0% | -14.3% | -8.9% |
| 6M | -21.5% | +24.6% | -46.2% | -26.4% |
| YTD | -37.4% | +7.0% | -44.4% | -38.5% |
| 1Y | -54.3% | +15.6% | -69.9% | -56.4% |
| All | -21.9% | +29.6% | -51.5% | -33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling