-69.3%
CPNG vs CBOE
+191.4%
-260.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.2% | +5.3% | +3.2% |
| 7D | -1.1% | -5.8% | +4.7% | -0.6% |
| 30D | -7.4% | -3.1% | -4.2% | -7.2% |
| 3M | -12.3% | -4.8% | -7.6% | -12.1% |
| 6M | -19.4% | -0.6% | -18.9% | -20.5% |
| YTD | -35.9% | +12.8% | -48.7% | -38.4% |
| 1Y | -53.4% | +19.8% | -73.2% | -55.8% |
| 3Y | -20.0% | +86.9% | -106.9% | -35.0% |
| 5Y | -49.6% | +136.5% | -186.1% | -65.3% |
| All | -69.3% | +191.4% | -260.7% | -76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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