-54.3%
CPNG vs CAPR
+35.4%
-89.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | -0.4% |
| 7D | -7.6% | -12.6% | +5.1% | -7.6% |
| 30D | -8.8% | +124.4% | -133.2% | -8.5% |
| 3M | -7.2% | -66.8% | +59.6% | -7.2% |
| 6M | -21.5% | -71.8% | +50.3% | -21.5% |
| YTD | -37.4% | -70.1% | +32.6% | -37.4% |
| 1Y | -54.3% | +33.3% | -87.7% | -53.1% |
| All | -54.3% | +35.4% | -89.8% | -53.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling