-46.9%
CPNG vs BR
-14.2%
-32.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.0% | +8.9% | +11.2% |
| 7D | +20.8% | +7.0% | +13.9% | +19.0% |
| 30D | +20.1% | +19.0% | +1.1% | +15.5% |
| 3M | +1.6% | +13.1% | -11.5% | -1.2% |
| 6M | -15.8% | +24.6% | -40.5% | -19.6% |
| YTD | -27.7% | -13.6% | -14.1% | -28.7% |
| 1Y | -46.9% | -13.1% | -33.8% | -48.9% |
| All | -46.9% | -14.2% | -32.7% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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