-69.9%
CPNG vs CTVA
+92.9%
-162.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -2.5% |
| 7D | -6.3% | -2.1% | -4.2% | -5.7% |
| 30D | -8.7% | +12.0% | -20.8% | -11.5% |
| 3M | -2.4% | +13.5% | -15.9% | -6.8% |
| 6M | -22.3% | +12.1% | -34.5% | -25.6% |
| YTD | -37.2% | +29.0% | -66.2% | -42.3% |
| 1Y | -53.0% | +18.9% | -71.8% | -55.9% |
| 3Y | -20.0% | +78.9% | -98.9% | -35.2% |
| 5Y | -52.8% | +105.2% | -158.0% | -61.1% |
| All | -69.9% | +92.9% | -162.8% | -74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling