-20.0%
CPNG vs CAPR
+42.0%
-62.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.6% | +0.5% | -3.1% |
| 7D | -6.3% | -9.5% | +3.2% | -6.3% |
| 30D | -8.7% | +121.5% | -130.3% | -8.7% |
| 3M | -2.4% | -65.4% | +62.9% | -2.3% |
| 6M | -22.3% | -67.5% | +45.2% | -22.2% |
| YTD | -37.2% | -68.6% | +31.4% | -37.1% |
| 1Y | -53.0% | +42.7% | -95.7% | -53.2% |
| 3Y | -20.0% | +43.4% | -63.4% | -26.1% |
| All | -20.0% | +42.0% | -62.0% | -26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling