-52.8%
CPNG vs CP
+34.0%
-86.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.9% |
| 7D | -6.3% | +2.4% | -8.7% | -7.2% |
| 30D | -8.7% | -0.5% | -8.2% | -8.6% |
| 3M | -2.4% | +1.4% | -3.9% | -3.6% |
| 6M | -22.3% | +10.3% | -32.7% | -26.6% |
| YTD | -37.2% | +24.3% | -61.5% | -44.1% |
| 1Y | -53.0% | +20.4% | -73.4% | -57.6% |
| 3Y | -20.0% | +21.8% | -41.8% | -30.4% |
| 5Y | -52.8% | +31.5% | -84.3% | -61.4% |
| All | -52.8% | +34.0% | -86.8% | -61.4% |
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