-69.0%
CPNG vs CI
+31.1%
-100.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.3% |
| 7D | -7.4% | +1.3% | -8.8% | -7.6% |
| 30D | -4.4% | +4.4% | -8.9% | -4.8% |
| 3M | -7.5% | +0.7% | -8.2% | -7.8% |
| 6M | -19.9% | +0.3% | -20.3% | -20.3% |
| YTD | -35.2% | +3.8% | -39.0% | -35.8% |
| 1Y | -46.8% | -5.5% | -41.3% | -46.8% |
| 3Y | -20.2% | +8.1% | -28.3% | -24.1% |
| 5Y | -48.4% | +42.8% | -91.2% | -54.4% |
| All | -69.0% | +31.1% | -100.1% | -74.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling