-53.4%
CPNG vs COMP
+13.6%
-67.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.8% | -0.7% | +2.8% |
| 7D | -1.1% | -5.5% | +4.4% | -0.7% |
| 30D | -7.4% | -17.4% | +10.1% | -6.2% |
| 3M | -12.3% | +24.4% | -36.7% | -13.1% |
| 6M | -19.4% | +21.8% | -41.2% | -18.7% |
| YTD | -35.9% | -0.6% | -35.3% | -34.0% |
| 1Y | -53.4% | +11.5% | -64.9% | -52.0% |
| All | -53.4% | +13.6% | -67.0% | -52.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling