-51.2%
CPNG vs CI
+43.3%
-94.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.4% |
| 7D | -7.6% | -1.1% | -6.5% | -7.5% |
| 30D | -8.8% | +0.5% | -9.3% | -8.9% |
| 3M | -7.2% | -5.2% | -2.0% | -6.8% |
| 6M | -21.5% | +4.3% | -25.9% | -22.4% |
| YTD | -37.4% | +2.8% | -40.2% | -38.1% |
| 1Y | -54.3% | -5.8% | -48.5% | -54.4% |
| 3Y | -20.3% | +4.7% | -25.0% | -24.8% |
| 5Y | -51.2% | +42.7% | -93.9% | -61.1% |
| All | -51.2% | +43.3% | -94.5% | -61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling