-66.8%
CPNG vs CSGP
-62.7%
-4.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.6% |
| 7D | +7.2% | -3.2% | +10.4% | +8.7% |
| 30D | +3.2% | +2.2% | +1.0% | +1.0% |
| 3M | +0.9% | -3.7% | +4.5% | +0.7% |
| 6M | -3.8% | -7.4% | +3.6% | -3.9% |
| YTD | -30.8% | -54.9% | +24.1% | -5.1% |
| 1Y | -43.5% | -54.9% | +11.4% | -22.7% |
| 3Y | +6.6% | -61.9% | +68.5% | +49.9% |
| 5Y | -45.3% | -63.1% | +17.8% | -28.2% |
| All | -66.8% | -62.7% | -4.2% | -57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling