-69.0%
CPNG vs CF
+178.4%
-247.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.4% | -5.7% | -4.5% |
| 7D | -6.9% | +5.4% | -12.2% | -7.3% |
| 30D | +1.1% | +6.5% | -5.4% | +0.4% |
| 3M | -6.3% | +4.6% | -10.9% | -7.0% |
| 6M | -3.8% | -3.3% | -0.5% | -3.8% |
| YTD | -35.2% | +63.9% | -99.1% | -41.2% |
| 1Y | -47.0% | +50.4% | -97.4% | -51.2% |
| 3Y | -0.2% | +68.2% | -68.4% | -11.3% |
| 5Y | -42.5% | +113.8% | -156.3% | -48.0% |
| All | -69.0% | +178.4% | -247.4% | -71.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling