-20.0%
CPNG vs CNH
+7.5%
-27.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.6% | +2.4% | -2.4% |
| 7D | -6.3% | +8.8% | -15.1% | -7.4% |
| 30D | -8.7% | +24.7% | -33.4% | -11.7% |
| 3M | -2.4% | +27.3% | -29.8% | -6.1% |
| 6M | -22.3% | +23.2% | -45.5% | -25.1% |
| YTD | -37.2% | +48.9% | -86.1% | -41.9% |
| 1Y | -53.0% | +19.4% | -72.4% | -54.5% |
| 3Y | -20.0% | +7.8% | -27.8% | -19.7% |
| All | -20.0% | +7.5% | -27.5% | -19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling