-51.0%
CPNG vs CNH
+9.9%
-60.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.6% | +2.4% | -1.4% |
| 7D | -6.3% | +8.8% | -15.1% | -8.9% |
| 30D | -8.7% | +24.7% | -33.4% | -15.3% |
| 3M | -2.4% | +27.3% | -29.8% | -10.7% |
| 6M | -22.3% | +23.2% | -45.5% | -28.9% |
| YTD | -37.2% | +48.9% | -86.1% | -47.0% |
| 1Y | -53.0% | +19.4% | -72.4% | -56.9% |
| 3Y | -20.0% | +7.8% | -27.8% | -26.0% |
| All | -51.0% | +9.9% | -60.9% | -58.4% |
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