-54.3%
CPNG vs CNH
+20.2%
-74.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.5% |
| 7D | -5.4% | -2.5% | -3.0% | -5.3% |
| 30D | -11.1% | +27.0% | -38.1% | -11.6% |
| 3M | -3.0% | +32.6% | -35.6% | -3.6% |
| 6M | -23.5% | +23.6% | -47.1% | -24.1% |
| YTD | -37.8% | +47.8% | -85.6% | -38.8% |
| 1Y | -54.3% | +21.3% | -75.6% | -54.0% |
| All | -54.3% | +20.2% | -74.5% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling