-20.0%
CPNG vs COO
-23.3%
+3.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.7% | -0.4% | -2.6% |
| 7D | -6.3% | -2.3% | -4.0% | -5.8% |
| 30D | -8.7% | -8.8% | +0.1% | -7.1% |
| 3M | -2.4% | +1.3% | -3.8% | -3.0% |
| 6M | -22.3% | -11.6% | -10.8% | -20.1% |
| YTD | -37.2% | -17.4% | -19.8% | -34.4% |
| 1Y | -53.0% | -1.6% | -51.4% | -53.0% |
| 3Y | -20.0% | -22.6% | +2.6% | -14.8% |
| All | -20.0% | -23.3% | +3.3% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling