-46.0%
CPNG vs COMP
-10.9%
-35.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.3% | -1.0% |
| 7D | -6.8% | 0.0% | -6.8% | -6.9% |
| 30D | +5.5% | +16.6% | -11.1% | +1.5% |
| 3M | -6.8% | -23.5% | +16.8% | -1.6% |
| 6M | -4.8% | +25.7% | -30.6% | -10.9% |
| YTD | -35.6% | -3.4% | -32.2% | -37.9% |
| 1Y | -46.8% | +7.6% | -54.3% | -50.1% |
| 3Y | -0.8% | +423.6% | -424.4% | -45.7% |
| All | -46.0% | -10.9% | -35.1% | -55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling