-69.0%
CPNG vs COO
-27.4%
-41.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.8% |
| 7D | -7.4% | -2.2% | -5.2% | -6.5% |
| 30D | -4.4% | -7.0% | +2.6% | -1.4% |
| 3M | -7.5% | +12.2% | -19.7% | -13.6% |
| 6M | -19.9% | -15.1% | -4.8% | -14.2% |
| YTD | -35.2% | -15.1% | -20.1% | -30.5% |
| 1Y | -46.8% | +2.3% | -49.1% | -48.6% |
| 3Y | -20.2% | -23.7% | +3.5% | -14.9% |
| 5Y | -48.4% | -38.9% | -9.5% | -45.4% |
| All | -69.0% | -27.4% | -41.6% | -71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling