-46.9%
CPNG vs CI
+21.2%
-68.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.4% | +8.6% | +12.3% |
| 7D | +20.8% | +3.5% | +17.3% | +21.2% |
| 30D | +20.1% | +12.6% | +7.5% | +22.2% |
| 3M | +1.6% | +12.1% | -10.5% | +3.5% |
| 6M | -15.8% | +10.6% | -26.4% | -14.5% |
| YTD | -27.7% | +12.8% | -40.6% | -26.0% |
| 1Y | -46.9% | +18.0% | -64.9% | -46.2% |
| All | -46.9% | +21.2% | -68.1% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 1y: compounded portfolio wealth divided by compounded CI 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…
1y analysis · Full analysis span regression · 6 months rolling