-66.8%
CPNG vs D
+19.4%
-86.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +7.2% | +2.4% | +4.8% | +6.9% |
| 30D | +3.2% | +10.9% | -7.7% | +1.6% |
| 3M | +0.9% | +2.8% | -2.0% | +0.4% |
| 6M | -3.8% | +12.7% | -16.5% | -6.0% |
| YTD | -30.8% | +20.3% | -51.1% | -33.2% |
| 1Y | -43.5% | +17.1% | -60.7% | -45.2% |
| 3Y | +6.6% | +75.1% | -68.6% | -4.0% |
| 5Y | -45.3% | +13.1% | -58.5% | -50.0% |
| All | -66.8% | +19.4% | -86.2% | -73.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling