-69.9%
CPNG vs CSGP
-62.7%
-7.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -2.4% |
| 7D | -6.3% | -5.1% | -1.1% | -4.2% |
| 30D | -8.7% | +0.3% | -9.1% | -9.1% |
| 3M | -2.4% | -9.1% | +6.7% | +0.1% |
| 6M | -22.3% | -37.3% | +14.9% | -6.1% |
| YTD | -37.2% | -54.9% | +17.7% | -12.7% |
| 1Y | -53.0% | -65.5% | +12.6% | -25.6% |
| 3Y | -20.0% | -63.3% | +43.2% | +16.5% |
| 5Y | -52.8% | -65.8% | +13.0% | -36.1% |
| All | -69.9% | -62.7% | -7.3% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CSGP 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling