-69.2%
CPNG vs COR
+259.3%
-328.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.6% | -1.0% |
| 7D | -6.8% | +7.8% | -14.6% | -7.7% |
| 30D | +5.5% | +7.0% | -1.5% | +4.7% |
| 3M | -6.8% | +16.3% | -23.0% | -8.3% |
| 6M | -4.8% | +41.3% | -46.1% | -8.4% |
| YTD | -35.6% | +7.1% | -42.7% | -36.7% |
| 1Y | -46.8% | -0.8% | -45.9% | -47.4% |
| 3Y | -0.8% | +85.0% | -85.8% | -4.4% |
| 5Y | -42.9% | +203.9% | -246.7% | -46.2% |
| All | -69.2% | +259.3% | -328.4% | -69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling