-21.9%
CPNG vs CG
+48.1%
-70.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.9% |
| 7D | -7.6% | -6.4% | -1.1% | -5.7% |
| 30D | -8.8% | -7.1% | -1.8% | -6.9% |
| 3M | -7.2% | -1.6% | -5.6% | -7.1% |
| 6M | -21.5% | -8.3% | -13.2% | -19.8% |
| YTD | -37.4% | -23.8% | -13.6% | -32.8% |
| 1Y | -54.3% | -28.7% | -25.6% | -50.3% |
| All | -21.9% | +48.1% | -70.0% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 3y: compounded portfolio wealth divided by compounded CG 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…
3y analysis · Full analysis span regression · 6 months rolling