-45.2%
CPNG vs COO
-41.3%
-3.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.6% |
| 7D | -6.2% | -2.3% | -3.9% | -5.2% |
| 30D | +4.6% | +13.3% | -8.6% | -0.8% |
| 3M | -3.1% | -18.1% | +15.0% | +5.4% |
| 6M | -0.9% | +6.7% | -7.6% | -6.9% |
| YTD | -32.2% | -23.2% | -9.0% | -24.3% |
| 1Y | -44.2% | -12.3% | -31.9% | -42.2% |
| 3Y | +4.4% | -23.6% | +27.9% | +5.6% |
| 5Y | -45.2% | -38.7% | -6.5% | -36.7% |
| All | -45.2% | -41.3% | -3.9% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling