-70.0%
CPNG vs CMS
+42.3%
-112.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.3% |
| 7D | -7.6% | +0.2% | -7.7% | -7.6% |
| 30D | -8.8% | -1.3% | -7.5% | -8.7% |
| 3M | -7.2% | -5.4% | -1.8% | -6.9% |
| 6M | -21.5% | -10.3% | -11.2% | -20.7% |
| YTD | -37.4% | -0.2% | -37.2% | -37.6% |
| 1Y | -54.3% | -0.9% | -53.5% | -54.5% |
| 3Y | -20.3% | +34.0% | -54.3% | -23.5% |
| 5Y | -51.2% | +23.6% | -74.8% | -53.3% |
| All | -70.0% | +42.3% | -112.3% | -74.2% |
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