-69.0%
CPNG vs CPB
-44.5%
-24.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -1.7% |
| 7D | -7.4% | -8.6% | +1.1% | -8.1% |
| 30D | -4.4% | -7.2% | +2.8% | -5.0% |
| 3M | -7.5% | +0.9% | -8.4% | -7.3% |
| 6M | -19.9% | -11.8% | -8.1% | -20.9% |
| YTD | -35.2% | -19.4% | -15.8% | -36.5% |
| 1Y | -46.8% | -30.4% | -16.4% | -48.6% |
| 3Y | -20.2% | -40.2% | +20.0% | -23.4% |
| 5Y | -48.4% | -39.5% | -8.9% | -48.8% |
| All | -69.0% | -44.5% | -24.4% | -70.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling