-46.0%
CPNG vs COR
+203.9%
-249.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.6% | -1.1% |
| 7D | -6.8% | +7.8% | -14.6% | -7.9% |
| 30D | +5.5% | +7.0% | -1.5% | +4.4% |
| 3M | -6.8% | +16.3% | -23.0% | -8.7% |
| 6M | -4.8% | +41.3% | -46.1% | -9.5% |
| YTD | -35.6% | +7.1% | -42.7% | -36.9% |
| 1Y | -46.8% | -0.8% | -45.9% | -47.4% |
| 3Y | -0.8% | +85.0% | -85.8% | -7.7% |
| All | -46.0% | +203.9% | -249.9% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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