-0.1%
CPNG vs COMP
+414.9%
-415.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.2% | -4.1% |
| 7D | -6.9% | +8.9% | -15.8% | -8.1% |
| 30D | +1.1% | +14.0% | -12.8% | -0.8% |
| 3M | -6.3% | -21.1% | +14.8% | -3.9% |
| 6M | -3.8% | +20.1% | -23.9% | -6.6% |
| YTD | -35.2% | -5.0% | -30.2% | -35.6% |
| 1Y | -47.0% | +5.7% | -52.6% | -48.2% |
| All | -0.1% | +414.9% | -415.0% | -26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling