-70.0%
CPNG vs CP
+25.0%
-95.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | +0.1% |
| 7D | -7.6% | +0.6% | -8.2% | -7.8% |
| 30D | -8.8% | -0.5% | -8.3% | -8.7% |
| 3M | -7.2% | +0.1% | -7.3% | -7.7% |
| 6M | -21.5% | +7.8% | -29.3% | -24.7% |
| YTD | -37.4% | +22.9% | -60.3% | -43.4% |
| 1Y | -54.3% | +21.3% | -75.7% | -58.5% |
| 3Y | -20.3% | +20.4% | -40.7% | -29.0% |
| 5Y | -51.2% | +34.9% | -86.1% | -57.9% |
| All | -70.0% | +25.0% | -95.0% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling