+4.4%
CPNG vs CI
+8.8%
-4.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.1% |
| 7D | -6.2% | -1.3% | -4.9% | -6.2% |
| 30D | +4.6% | +6.4% | -1.7% | +4.8% |
| 3M | -3.1% | +10.7% | -13.8% | -2.8% |
| 6M | -0.9% | +5.5% | -6.3% | -0.7% |
| YTD | -32.2% | +11.4% | -43.6% | -32.0% |
| 1Y | -44.2% | +15.0% | -59.2% | -44.1% |
| All | +4.4% | +8.8% | -4.3% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling