-20.0%
CPNG vs CMS
+35.3%
-55.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.2% |
| 7D | -6.3% | +1.2% | -7.5% | -6.4% |
| 30D | -8.7% | -3.2% | -5.6% | -8.5% |
| 3M | -2.4% | -2.2% | -0.2% | -2.6% |
| 6M | -22.3% | -9.4% | -12.9% | -21.5% |
| YTD | -37.2% | +0.7% | -37.9% | -37.7% |
| 1Y | -53.0% | +0.4% | -53.3% | -53.3% |
| 3Y | -20.0% | +35.2% | -55.2% | -26.9% |
| All | -20.0% | +35.3% | -55.4% | -26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling