-69.9%
CPNG vs CCI
-35.7%
-34.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.2% |
| 7D | -6.3% | +0.2% | -6.4% | -6.4% |
| 30D | -8.7% | +0.5% | -9.3% | -8.9% |
| 3M | -2.4% | -16.3% | +13.8% | +2.9% |
| 6M | -22.3% | -13.9% | -8.4% | -19.3% |
| YTD | -37.2% | -12.4% | -24.8% | -35.3% |
| 1Y | -53.0% | -15.2% | -37.8% | -51.1% |
| 3Y | -20.0% | -9.9% | -10.2% | -22.7% |
| 5Y | -52.8% | -50.8% | -1.9% | -40.2% |
| All | -69.9% | -35.7% | -34.3% | -57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling