-46.0%
CPNG vs CSGP
-62.5%
+16.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.5% | -1.8% |
| 7D | -6.8% | +1.3% | -8.1% | -7.3% |
| 30D | +5.5% | +2.8% | +2.7% | +2.9% |
| 3M | -6.8% | -6.3% | -0.4% | -5.6% |
| 6M | -4.8% | -3.2% | -1.7% | -6.8% |
| YTD | -35.6% | -54.0% | +18.3% | -11.5% |
| 1Y | -46.8% | -54.8% | +8.1% | -26.2% |
| 3Y | -0.8% | -60.6% | +59.8% | +38.1% |
| All | -46.0% | -62.5% | +16.4% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling