-20.0%
CPNG vs BLK
+66.0%
-86.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.4% | +2.3% |
| 7D | -1.1% | -3.3% | +2.2% | +0.5% |
| 30D | -7.4% | -6.5% | -0.8% | -4.3% |
| 3M | -12.3% | +6.7% | -19.1% | -15.4% |
| 6M | -19.4% | +14.7% | -34.2% | -25.3% |
| YTD | -35.9% | +2.5% | -38.4% | -37.4% |
| 1Y | -53.4% | -2.8% | -50.6% | -53.4% |
| 3Y | -20.0% | +65.9% | -85.9% | -42.2% |
| All | -20.0% | +66.0% | -86.0% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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