-51.2%
CPNG vs COR
+180.2%
-231.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -7.6% | -3.9% | -3.7% | -7.1% |
| 30D | -8.8% | -0.3% | -8.5% | -8.8% |
| 3M | -7.2% | +15.9% | -23.1% | -9.3% |
| 6M | -21.5% | -10.3% | -11.3% | -21.5% |
| YTD | -37.4% | -3.7% | -33.7% | -37.7% |
| 1Y | -54.3% | +9.1% | -63.4% | -55.2% |
| 3Y | -20.3% | +86.6% | -106.9% | -27.1% |
| 5Y | -51.2% | +180.9% | -232.1% | -60.6% |
| All | -51.2% | +180.2% | -231.4% | -60.6% |
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