-50.5%
CPNG vs CAH
+393.5%
-444.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.2% |
| 7D | -1.1% | -5.1% | +4.0% | -0.1% |
| 30D | -7.4% | +0.2% | -7.5% | -7.4% |
| 3M | -12.3% | +6.3% | -18.6% | -13.5% |
| 6M | -19.4% | +9.4% | -28.8% | -21.1% |
| YTD | -35.9% | +15.0% | -50.9% | -38.0% |
| 1Y | -53.4% | +55.4% | -108.9% | -58.1% |
| 3Y | -20.0% | +173.8% | -193.8% | -38.9% |
| All | -50.5% | +393.5% | -444.0% | -71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling