-67.5%
CPNG vs CMS
+46.5%
-114.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -6.2% | -1.1% | -5.1% | -6.1% |
| 30D | +4.6% | +6.6% | -1.9% | +4.0% |
| 3M | -3.1% | +0.8% | -3.9% | -3.2% |
| 6M | -0.9% | -3.3% | +2.5% | -0.7% |
| YTD | -32.2% | +2.7% | -34.9% | -32.6% |
| 1Y | -44.2% | -4.0% | -40.2% | -44.0% |
| 3Y | +4.4% | +37.6% | -33.2% | -0.1% |
| 5Y | -45.2% | +35.4% | -80.7% | -46.6% |
| All | -67.5% | +46.5% | -114.0% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling