-46.9%
CPNG vs CF
+35.9%
-82.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -4.4% | +16.3% | +11.2% |
| 7D | +20.8% | -6.9% | +27.7% | +19.6% |
| 30D | +20.1% | -3.7% | +23.8% | +19.5% |
| 3M | +1.6% | -5.0% | +6.6% | +1.2% |
| 6M | -15.8% | -10.5% | -5.4% | -15.7% |
| YTD | -27.7% | +46.5% | -74.2% | -33.8% |
| 1Y | -46.9% | +34.8% | -81.8% | -50.7% |
| All | -46.9% | +35.9% | -82.8% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling