-69.3%
CPNG vs CMI
+131.5%
-200.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.1% |
| 3M | -12.3% | -14.8% | +2.4% | -7.2% |
| 6M | -19.4% | +0.8% | -20.2% | -22.4% |
| YTD | -35.9% | +10.2% | -46.1% | -40.7% |
| 1Y | -53.4% | +37.4% | -90.8% | -61.7% |
| 3Y | -20.0% | +153.3% | -173.3% | -54.0% |
| 5Y | -49.6% | +167.6% | -217.2% | -74.6% |
| All | -69.3% | +131.5% | -200.8% | -84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling