-47.0%
CPNG vs CI
+13.7%
-60.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.7% | -4.5% |
| 7D | -6.9% | -1.7% | -5.2% | -7.0% |
| 30D | +1.1% | +4.9% | -3.7% | +2.2% |
| 3M | -6.3% | +7.4% | -13.7% | -4.8% |
| 6M | -3.8% | +0.4% | -4.2% | -4.1% |
| YTD | -35.2% | +9.5% | -44.7% | -33.0% |
| 1Y | -47.0% | +12.0% | -58.9% | -45.2% |
| All | -47.0% | +13.7% | -60.7% | -45.2% |
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