-69.2%
CPNG vs CF
+178.8%
-247.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -6.8% | +4.8% | -11.5% | -7.1% |
| 30D | +5.5% | +4.7% | +0.8% | +5.0% |
| 3M | -6.8% | +7.4% | -14.2% | -7.7% |
| 6M | -4.8% | +0.6% | -5.4% | -5.3% |
| YTD | -35.6% | +64.1% | -99.7% | -41.5% |
| 1Y | -46.8% | +51.4% | -98.2% | -51.0% |
| 3Y | -0.8% | +67.8% | -68.6% | -11.8% |
| 5Y | -42.9% | +114.1% | -157.0% | -48.4% |
| All | -69.2% | +178.8% | -247.9% | -71.6% |
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