-54.3%
CPNG vs ALL
+28.8%
-83.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.8% |
| 7D | -5.4% | -4.3% | -1.1% | -6.7% |
| 30D | -11.1% | -3.6% | -7.5% | -12.1% |
| 3M | -3.0% | +13.2% | -16.2% | +2.2% |
| 6M | -23.5% | +22.5% | -46.0% | -16.7% |
| YTD | -37.8% | +22.7% | -60.5% | -31.9% |
| 1Y | -54.3% | +28.3% | -82.6% | -48.7% |
| All | -54.3% | +28.8% | -83.2% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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