-46.9%
CPNG vs CRH
-13.9%
-33.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +5.6% | +6.3% | +9.3% |
| 7D | +20.8% | +14.2% | +6.7% | +13.9% |
| 30D | +20.1% | +19.5% | +0.5% | +10.8% |
| 3M | +1.6% | +0.4% | +1.2% | +0.8% |
| 6M | -15.8% | -10.1% | -5.7% | -13.6% |
| YTD | -27.7% | -19.9% | -7.8% | -24.1% |
| 1Y | -46.9% | -14.8% | -32.1% | -46.5% |
| All | -46.9% | -13.9% | -33.1% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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