-51.2%
CPNG vs CPB
-38.1%
-13.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | -7.6% | -8.0% | +0.4% | -8.1% |
| 30D | -8.8% | -2.4% | -6.4% | -8.9% |
| 3M | -7.2% | +0.5% | -7.8% | -7.1% |
| 6M | -21.5% | -10.5% | -11.1% | -22.3% |
| YTD | -37.4% | -17.5% | -19.9% | -38.5% |
| 1Y | -54.3% | -31.0% | -23.3% | -55.8% |
| 3Y | -20.3% | -40.6% | +20.3% | -23.4% |
| 5Y | -51.2% | -37.7% | -13.5% | -50.7% |
| All | -51.2% | -38.1% | -13.1% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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