-69.0%
CPNG vs CNH
+20.8%
-89.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.0% | -5.5% | -2.6% |
| 7D | -7.4% | +23.3% | -30.7% | -13.1% |
| 30D | -4.4% | +33.5% | -37.9% | -12.6% |
| 3M | -7.5% | +32.7% | -40.2% | -15.8% |
| 6M | -19.9% | +22.2% | -42.1% | -25.9% |
| YTD | -35.2% | +57.7% | -92.9% | -45.5% |
| 1Y | -46.8% | +28.0% | -74.8% | -51.9% |
| 3Y | -20.2% | +11.5% | -31.7% | -26.3% |
| 5Y | -48.4% | +11.9% | -60.3% | -54.0% |
| All | -69.0% | +20.8% | -89.8% | -72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling