-70.2%
CPNG vs BR
+30.1%
-100.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | -5.4% | -6.0% | +0.5% | -2.0% |
| 30D | -11.1% | -0.9% | -10.2% | -10.7% |
| 3M | -3.0% | +16.4% | -19.4% | -12.3% |
| 6M | -23.5% | -8.2% | -15.3% | -20.0% |
| YTD | -37.8% | -23.2% | -14.6% | -27.3% |
| 1Y | -54.3% | -30.9% | -23.4% | -42.6% |
| 3Y | -20.8% | -5.0% | -15.8% | -23.1% |
| 5Y | -51.1% | +8.8% | -59.8% | -61.9% |
| All | -70.2% | +30.1% | -100.3% | -75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling