-53.0%
CPNG vs CF
+60.9%
-113.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.9% | -3.1% |
| 7D | -6.3% | -0.9% | -5.3% | -6.4% |
| 30D | -8.7% | +18.1% | -26.8% | -6.9% |
| 3M | -2.4% | +23.4% | -25.8% | -0.1% |
| 6M | -22.3% | +17.1% | -39.4% | -21.6% |
| YTD | -37.2% | +76.2% | -113.5% | -39.2% |
| 1Y | -53.0% | +62.3% | -115.2% | -53.8% |
| All | -53.0% | +60.9% | -113.9% | -53.8% |
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