-69.3%
CPNG vs CCI
-36.0%
-33.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.7% | +2.3% |
| 7D | -1.1% | -0.3% | -0.8% | -1.0% |
| 30D | -7.4% | +2.2% | -9.6% | -8.0% |
| 3M | -12.3% | -16.9% | +4.5% | -7.3% |
| 6M | -19.4% | -11.5% | -7.9% | -17.2% |
| YTD | -35.9% | -12.8% | -23.1% | -33.9% |
| 1Y | -53.4% | -17.1% | -36.3% | -51.2% |
| 3Y | -20.0% | -9.6% | -10.4% | -22.9% |
| 5Y | -49.6% | -48.9% | -0.6% | -36.3% |
| All | -69.3% | -36.0% | -33.3% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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