-45.3%
CPNG vs CNH
-9.2%
-36.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.8% | +0.7% |
| 7D | +7.2% | +4.5% | +2.7% | +5.7% |
| 30D | +3.2% | +7.6% | -4.4% | +0.7% |
| 3M | +0.9% | +17.0% | -16.1% | -5.2% |
| 6M | -3.8% | +12.9% | -16.8% | -9.5% |
| YTD | -30.8% | +34.3% | -65.0% | -40.0% |
| 1Y | -43.5% | +28.5% | -72.1% | -50.4% |
| 3Y | +6.6% | +31.9% | -25.3% | -14.0% |
| 5Y | -45.3% | -9.6% | -35.7% | -49.0% |
| All | -45.3% | -9.2% | -36.1% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling