-69.9%
CPNG vs CG
+49.5%
-119.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -1.0% | -2.1% |
| 7D | -6.3% | -1.3% | -5.0% | -5.7% |
| 30D | -8.7% | -3.2% | -5.6% | -7.5% |
| 3M | -2.4% | +6.2% | -8.7% | -5.9% |
| 6M | -22.3% | -4.7% | -17.7% | -21.2% |
| YTD | -37.2% | -20.6% | -16.6% | -30.8% |
| 1Y | -53.0% | -26.4% | -26.6% | -46.8% |
| 3Y | -20.0% | +55.4% | -75.4% | -47.0% |
| 5Y | -52.8% | +9.8% | -62.6% | -63.9% |
| All | -69.9% | +49.5% | -119.4% | -79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling