-46.9%
CPNG vs CAH
+38.5%
-85.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.6% | +8.4% | +11.5% |
| 7D | +20.8% | +7.0% | +13.8% | +20.1% |
| 30D | +20.1% | +12.4% | +7.7% | +18.9% |
| 3M | +1.6% | +12.2% | -10.5% | +0.7% |
| 6M | -15.8% | +33.2% | -49.1% | -17.1% |
| YTD | -27.7% | +28.4% | -56.1% | -28.6% |
| 1Y | -46.9% | +35.0% | -82.0% | -48.4% |
| All | -46.9% | +38.5% | -85.5% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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