-46.0%
CPNG vs COMP
-17.6%
-28.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.7% | -11.5% | -3.2% |
| 7D | +13.4% | +13.4% | -0.1% | +10.1% |
| 30D | +10.0% | +11.1% | -1.1% | +7.1% |
| 3M | -0.4% | -18.8% | +18.5% | +3.8% |
| 6M | -8.9% | +10.5% | -19.4% | -12.2% |
| YTD | -30.9% | -3.4% | -27.5% | -33.3% |
| 1Y | -43.8% | +19.7% | -63.5% | -48.7% |
| 3Y | -2.5% | +381.6% | -384.1% | -45.3% |
| All | -46.0% | -17.6% | -28.4% | -54.7% |
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 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