-50.5%
CPNG vs CMI
+164.8%
-215.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.2% | +1.8% | +2.5% |
| 7D | -1.1% | -0.7% | -0.4% | -0.8% |
| 30D | -7.4% | -12.4% | +5.0% | -1.7% |
| 3M | -12.3% | -14.8% | +2.4% | -6.8% |
| 6M | -19.4% | +0.8% | -20.2% | -22.8% |
| YTD | -35.9% | +10.2% | -46.1% | -41.3% |
| 1Y | -53.4% | +37.4% | -90.8% | -62.5% |
| 3Y | -20.0% | +153.3% | -173.3% | -57.5% |
| All | -50.5% | +164.8% | -215.3% | -76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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