-67.7%
CPNG vs COMP
-47.7%
-20.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -2.0% | -1.5% |
| 7D | -7.4% | +1.4% | -8.8% | -7.8% |
| 30D | -4.4% | -13.3% | +8.9% | -1.5% |
| 3M | -7.5% | +41.1% | -48.6% | -14.8% |
| 6M | -19.9% | +17.2% | -37.1% | -25.1% |
| YTD | -35.2% | +5.2% | -40.4% | -38.3% |
| 1Y | -46.8% | +18.9% | -65.7% | -51.4% |
| 3Y | -20.2% | +215.9% | -236.1% | -49.0% |
| 5Y | -48.4% | -31.2% | -17.2% | -58.5% |
| All | -67.7% | -47.7% | -20.0% | -72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling