-20.0%
CPNG vs BR
-5.3%
-14.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.2% |
| 7D | -1.1% | -3.0% | +1.9% | +0.1% |
| 30D | -7.4% | -0.3% | -7.1% | -7.3% |
| 3M | -12.3% | +17.3% | -29.6% | -18.4% |
| 6M | -19.4% | -6.7% | -12.7% | -16.9% |
| YTD | -35.9% | -23.4% | -12.5% | -27.1% |
| 1Y | -53.4% | -32.7% | -20.7% | -42.9% |
| 3Y | -20.0% | -5.9% | -14.1% | -22.0% |
| All | -20.0% | -5.3% | -14.7% | -22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling