-54.3%
CPNG vs CI
-4.4%
-49.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.5% |
| 7D | -5.4% | -1.3% | -4.1% | -5.6% |
| 30D | -11.1% | +3.1% | -14.2% | -10.7% |
| 3M | -3.0% | -4.5% | +1.5% | -3.4% |
| 6M | -23.5% | +8.3% | -31.8% | -23.3% |
| YTD | -37.8% | +3.8% | -41.6% | -37.6% |
| 1Y | -54.3% | -5.0% | -49.3% | -53.9% |
| All | -54.3% | -4.4% | -49.9% | -53.9% |
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