-53.0%
CPNG vs CSGP
-64.7%
+11.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.4% |
| 7D | -7.4% | -4.1% | -3.4% | -5.9% |
| 30D | -4.4% | +2.3% | -6.8% | -5.7% |
| 3M | -7.5% | -8.2% | +0.7% | -5.5% |
| 6M | -19.9% | -35.1% | +15.1% | -4.4% |
| YTD | -35.2% | -54.0% | +18.8% | -10.1% |
| 1Y | -46.8% | -65.3% | +18.5% | -15.3% |
| 3Y | -20.2% | -62.6% | +42.4% | +15.9% |
| All | -53.0% | -64.7% | +11.7% | -40.5% |
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