-20.0%
CPNG vs ALL
+150.3%
-170.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.8% | -3.2% |
| 7D | -6.3% | -1.7% | -4.6% | -6.3% |
| 30D | -8.7% | -4.7% | -4.1% | -8.9% |
| 3M | -2.4% | +18.4% | -20.8% | -2.3% |
| 6M | -22.3% | +20.5% | -42.8% | -22.2% |
| YTD | -37.2% | +23.5% | -60.8% | -37.2% |
| 1Y | -53.0% | +29.0% | -82.0% | -53.2% |
| 3Y | -20.0% | +153.7% | -173.7% | -26.7% |
| All | -20.0% | +150.3% | -170.3% | -26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling