-69.3%
CPNG vs CTVA
+88.4%
-157.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.3% |
| 7D | -1.1% | -4.5% | +3.4% | +0.1% |
| 30D | -7.4% | +11.3% | -18.7% | -10.0% |
| 3M | -12.3% | +12.3% | -24.7% | -16.1% |
| 6M | -19.4% | +7.2% | -26.6% | -21.8% |
| YTD | -35.9% | +26.0% | -61.9% | -40.8% |
| 1Y | -53.4% | +16.0% | -69.4% | -56.0% |
| 3Y | -20.0% | +73.9% | -93.9% | -34.6% |
| 5Y | -49.6% | +103.8% | -153.4% | -58.1% |
| All | -69.3% | +88.4% | -157.7% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 10y: compounded portfolio wealth divided by compounded CTVA 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…
10y analysis · Full analysis span regression · 6 months rolling