-65.3%
CPNG vs COMP
-49.2%
-16.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.9% | -0.5% |
| 7D | +11.7% | +14.5% | -2.8% | +8.2% |
| 30D | +3.8% | +14.9% | -11.1% | +0.3% |
| 3M | +1.2% | -14.2% | +15.4% | +4.1% |
| 6M | -3.3% | +23.7% | -27.0% | -9.1% |
| YTD | -30.4% | +2.1% | -32.5% | -33.6% |
| 1Y | -43.1% | +26.2% | -69.3% | -48.7% |
| 3Y | +8.2% | +470.9% | -462.7% | -41.4% |
| 5Y | -44.7% | -14.0% | -30.7% | -57.0% |
| All | -65.3% | -49.2% | -16.1% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling