-70.0%
CPNG vs CAH
+384.3%
-454.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -7.6% | -2.2% | -5.3% | -7.3% |
| 30D | -8.8% | +1.2% | -10.0% | -9.0% |
| 3M | -7.2% | +13.1% | -20.3% | -9.0% |
| 6M | -21.5% | +8.5% | -30.0% | -22.8% |
| YTD | -37.4% | +17.6% | -55.0% | -39.3% |
| 1Y | -54.3% | +60.7% | -115.0% | -58.2% |
| 3Y | -20.3% | +183.2% | -203.5% | -34.6% |
| 5Y | -51.2% | +402.2% | -453.4% | -65.0% |
| All | -70.0% | +384.3% | -454.4% | -77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling