-51.2%
CPNG vs CAPR
+76.3%
-127.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | -0.3% |
| 7D | -7.6% | -12.6% | +5.1% | -7.5% |
| 30D | -8.8% | +124.4% | -133.2% | -9.7% |
| 3M | -7.2% | -66.8% | +59.6% | -6.8% |
| 6M | -21.5% | -71.8% | +50.3% | -21.0% |
| YTD | -37.4% | -70.1% | +32.6% | -37.1% |
| 1Y | -54.3% | +33.3% | -87.7% | -56.3% |
| 3Y | -20.3% | +36.7% | -57.0% | -34.7% |
| 5Y | -51.2% | +72.5% | -123.7% | -67.7% |
| All | -51.2% | +76.3% | -127.5% | -67.7% |
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