-69.0%
CPNG vs CAPR
+83.2%
-152.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -8.7% | +4.4% | -4.3% |
| 7D | -6.9% | +19.1% | -26.0% | -7.1% |
| 30D | +1.1% | +48.8% | -47.7% | +0.6% |
| 3M | -6.3% | +144.4% | -150.7% | -7.5% |
| 6M | -3.8% | -67.5% | +63.7% | -3.4% |
| YTD | -35.2% | -64.5% | +29.3% | -35.1% |
| 1Y | -47.0% | +74.4% | -121.4% | -49.6% |
| 3Y | -0.2% | +265.7% | -265.9% | -24.0% |
| 5Y | -42.5% | +196.0% | -238.4% | -59.1% |
| All | -69.0% | +83.2% | -152.1% | -80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling