-53.0%
CPNG vs CF
+227.0%
-280.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -1.0% |
| 7D | -7.4% | +6.0% | -13.5% | -8.1% |
| 30D | -4.4% | +14.8% | -19.3% | -6.1% |
| 3M | -7.5% | +14.1% | -21.6% | -9.2% |
| 6M | -19.9% | +28.5% | -48.5% | -24.2% |
| YTD | -35.2% | +74.9% | -110.1% | -42.1% |
| 1Y | -46.8% | +61.7% | -108.5% | -51.8% |
| 3Y | -20.2% | +80.3% | -100.5% | -30.7% |
| All | -53.0% | +227.0% | -280.0% | -59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling