+4.4%
CPNG vs COO
-23.7%
+28.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.9% |
| 7D | -6.2% | -2.3% | -3.9% | -5.8% |
| 30D | +4.6% | +13.3% | -8.6% | +2.5% |
| 3M | -3.1% | -18.1% | +15.0% | +0.3% |
| 6M | -0.9% | +6.7% | -7.6% | -3.4% |
| YTD | -32.2% | -23.2% | -9.0% | -28.4% |
| 1Y | -44.2% | -12.3% | -31.9% | -42.9% |
| All | +4.4% | -23.7% | +28.1% | +7.3% |
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 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