-45.3%
CPNG vs CAPR
+151.3%
-196.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.9% | +9.4% | -0.4% |
| 7D | +7.2% | +7.6% | -0.4% | +7.1% |
| 30D | +3.2% | +13.3% | -10.1% | +3.0% |
| 3M | +0.9% | +130.4% | -129.5% | -0.2% |
| 6M | -3.8% | -70.8% | +67.0% | -3.3% |
| YTD | -30.8% | -69.3% | +38.5% | -30.5% |
| 1Y | -43.5% | +59.5% | -103.1% | -46.4% |
| 3Y | +6.6% | +216.8% | -210.2% | -21.9% |
| 5Y | -45.3% | +152.7% | -198.0% | -65.1% |
| All | -45.3% | +151.3% | -196.6% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling