-50.5%
CPNG vs CHD
+20.9%
-71.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.8% | +3.1% |
| 7D | -1.1% | -4.5% | +3.4% | -1.0% |
| 30D | -7.4% | -6.7% | -0.6% | -7.2% |
| 3M | -12.3% | -2.7% | -9.6% | -12.3% |
| 6M | -19.4% | -4.9% | -14.5% | -19.3% |
| YTD | -35.9% | +13.3% | -49.2% | -36.2% |
| 1Y | -53.4% | +1.0% | -54.4% | -53.4% |
| 3Y | -20.0% | +1.3% | -21.3% | -20.5% |
| All | -50.5% | +20.9% | -71.3% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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