-51.2%
CPNG vs ALL
+115.1%
-166.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | -7.6% | -2.2% | -5.4% | -7.3% |
| 30D | -8.8% | -5.6% | -3.3% | -8.1% |
| 3M | -7.2% | +17.2% | -24.5% | -10.0% |
| 6M | -21.5% | +23.2% | -44.8% | -24.7% |
| YTD | -37.4% | +23.6% | -61.0% | -40.2% |
| 1Y | -54.3% | +29.2% | -83.5% | -57.0% |
| 3Y | -20.3% | +153.8% | -174.1% | -39.9% |
| 5Y | -51.2% | +116.1% | -167.3% | -57.6% |
| All | -51.2% | +115.1% | -166.3% | -57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling