-70.0%
CPNG vs CBOE
+202.6%
-272.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | -7.6% | -0.8% | -6.8% | -7.5% |
| 30D | -8.8% | +2.7% | -11.5% | -9.1% |
| 3M | -7.2% | +0.7% | -7.9% | -7.6% |
| 6M | -21.5% | -2.0% | -19.6% | -22.1% |
| YTD | -37.4% | +17.1% | -54.6% | -40.0% |
| 1Y | -54.3% | +26.5% | -80.8% | -57.0% |
| 3Y | -20.3% | +96.1% | -116.4% | -35.7% |
| 5Y | -51.2% | +149.3% | -200.5% | -66.3% |
| All | -70.0% | +202.6% | -272.6% | -77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling