-44.7%
CPNG vs CP
+27.1%
-71.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | -0.1% |
| 7D | +11.7% | +2.8% | +8.9% | +10.5% |
| 30D | +3.8% | +11.3% | -7.5% | -0.7% |
| 3M | +1.2% | +2.9% | -1.7% | -0.1% |
| 6M | -3.3% | +9.8% | -13.1% | -7.7% |
| YTD | -30.4% | +28.5% | -58.9% | -38.9% |
| 1Y | -43.1% | +33.5% | -76.6% | -51.0% |
| 3Y | +8.2% | +31.9% | -23.7% | -9.5% |
| 5Y | -44.7% | +25.5% | -70.2% | -54.0% |
| All | -44.7% | +27.1% | -71.8% | -54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling