-69.9%
CPNG vs CF
+199.4%
-269.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.9% | -3.2% |
| 7D | -6.3% | -0.9% | -5.3% | -6.2% |
| 30D | -8.7% | +18.1% | -26.8% | -10.5% |
| 3M | -2.4% | +23.4% | -25.8% | -5.1% |
| 6M | -22.3% | +17.1% | -39.4% | -24.8% |
| YTD | -37.2% | +76.2% | -113.5% | -43.4% |
| 1Y | -53.0% | +62.3% | -115.2% | -57.1% |
| 3Y | -20.0% | +71.8% | -91.9% | -28.9% |
| 5Y | -52.8% | +234.6% | -287.3% | -57.4% |
| All | -69.9% | +199.4% | -269.3% | -72.4% |
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