-69.3%
CPNG vs CRH
+113.8%
-183.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +2.5% |
| 7D | -1.1% | -6.1% | +4.9% | +2.1% |
| 30D | -7.4% | -9.3% | +1.9% | -2.6% |
| 3M | -12.3% | -15.2% | +2.8% | -5.3% |
| 6M | -19.4% | -14.2% | -5.2% | -13.9% |
| YTD | -35.9% | -28.3% | -7.7% | -25.0% |
| 1Y | -53.4% | -21.8% | -31.6% | -48.3% |
| 3Y | -20.0% | +71.6% | -91.6% | -49.3% |
| 5Y | -49.6% | +96.6% | -146.2% | -74.8% |
| All | -69.3% | +113.8% | -183.1% | -85.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling