-54.3%
CPNG vs CP
+19.4%
-73.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | -0.3% |
| 7D | -7.6% | +0.6% | -8.2% | -7.6% |
| 30D | -8.8% | -0.5% | -8.3% | -8.7% |
| 3M | -7.2% | +0.1% | -7.3% | -7.0% |
| 6M | -21.5% | +7.8% | -29.3% | -22.8% |
| YTD | -37.4% | +22.9% | -60.3% | -38.7% |
| 1Y | -54.3% | +21.3% | -75.7% | -55.7% |
| All | -54.3% | +19.4% | -73.8% | -55.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling