-46.8%
CPNG vs D
+15.7%
-62.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.5% |
| 7D | -7.4% | +0.4% | -7.9% | -7.4% |
| 30D | -4.4% | -3.6% | -0.9% | -4.5% |
| 3M | -7.5% | -1.0% | -6.5% | -7.8% |
| 6M | -19.9% | +6.3% | -26.2% | -20.5% |
| YTD | -35.2% | +14.7% | -49.9% | -36.0% |
| 1Y | -46.8% | +16.9% | -63.7% | -46.9% |
| All | -46.8% | +15.7% | -62.5% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling