-69.9%
CPNG vs CHD
+27.6%
-97.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.1% | -3.1% |
| 7D | -6.3% | -2.9% | -3.4% | -6.3% |
| 30D | -8.7% | -6.2% | -2.5% | -8.8% |
| 3M | -2.4% | +1.6% | -4.0% | -2.4% |
| 6M | -22.3% | -3.5% | -18.8% | -22.3% |
| YTD | -37.2% | +16.2% | -53.4% | -37.2% |
| 1Y | -53.0% | +3.4% | -56.4% | -52.9% |
| 3Y | -20.0% | +4.6% | -24.6% | -20.2% |
| 5Y | -52.8% | +21.1% | -73.9% | -55.4% |
| All | -69.9% | +27.6% | -97.6% | -74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling