-69.3%
CPNG vs BR
+29.7%
-99.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.2% |
| 7D | -1.1% | -3.0% | +1.9% | +0.7% |
| 30D | -7.4% | -0.3% | -7.1% | -7.2% |
| 3M | -12.3% | +17.3% | -29.6% | -21.1% |
| 6M | -19.4% | -6.7% | -12.7% | -16.6% |
| YTD | -35.9% | -23.4% | -12.5% | -24.9% |
| 1Y | -53.4% | -32.7% | -20.7% | -40.4% |
| 3Y | -20.0% | -5.9% | -14.1% | -21.8% |
| 5Y | -49.6% | +8.4% | -58.0% | -60.6% |
| All | -69.3% | +29.7% | -99.0% | -74.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling