-48.0%
CPNG vs CAI
-11.0%
-37.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.8% | +0.2% |
| 7D | -7.6% | -3.1% | -4.5% | -7.1% |
| 30D | -8.8% | +2.7% | -11.5% | -9.4% |
| 3M | -7.2% | +41.7% | -48.9% | -12.8% |
| 6M | -21.5% | +26.5% | -48.0% | -25.9% |
| YTD | -37.4% | -10.9% | -26.5% | -38.3% |
| 1Y | -54.3% | -29.2% | -25.1% | -54.3% |
| All | -48.0% | -11.0% | -37.0% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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