-70.0%
CPNG vs CRS
+956.3%
-1,026.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -7.6% | -0.5% | -7.0% | -7.5% |
| 30D | -8.8% | -18.1% | +9.3% | -4.8% |
| 3M | -7.2% | -12.4% | +5.2% | -5.0% |
| 6M | -21.5% | +15.9% | -37.5% | -25.0% |
| YTD | -37.4% | +45.8% | -83.3% | -43.6% |
| 1Y | -54.3% | +87.8% | -142.1% | -61.8% |
| 3Y | -20.3% | +648.7% | -669.0% | -55.9% |
| 5Y | -51.2% | +1,416.6% | -1,467.8% | -77.6% |
| All | -70.0% | +956.3% | -1,026.3% | -86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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