-46.9%
CPNG vs COO
-7.7%
-39.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +5.9% | +6.0% | +11.3% |
| 7D | +20.8% | +8.4% | +12.4% | +20.0% |
| 30D | +20.1% | +13.5% | +6.6% | +19.0% |
| 3M | +1.6% | -13.8% | +15.4% | +2.5% |
| 6M | -15.8% | +4.7% | -20.6% | -17.2% |
| YTD | -27.7% | -21.4% | -6.3% | -21.6% |
| 1Y | -46.9% | -6.7% | -40.2% | -46.3% |
| All | -46.9% | -7.7% | -39.3% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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