-69.3%
CPNG vs BLK
+67.9%
-137.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.4% | +1.9% |
| 7D | -1.1% | -3.3% | +2.2% | +1.3% |
| 30D | -7.4% | -6.5% | -0.8% | -2.9% |
| 3M | -12.3% | +6.7% | -19.1% | -17.1% |
| 6M | -19.4% | +14.7% | -34.2% | -28.2% |
| YTD | -35.9% | +2.5% | -38.4% | -38.3% |
| 1Y | -53.4% | -2.8% | -50.6% | -53.6% |
| 3Y | -20.0% | +65.9% | -85.9% | -51.5% |
| 5Y | -49.6% | +33.0% | -82.5% | -68.8% |
| All | -69.3% | +67.9% | -137.2% | -78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling