-52.8%
CPNG vs D
+8.5%
-61.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.3% |
| 7D | -6.3% | +0.8% | -7.0% | -6.4% |
| 30D | -8.7% | -0.7% | -8.0% | -8.6% |
| 3M | -2.4% | +2.1% | -4.5% | -3.0% |
| 6M | -22.3% | +6.8% | -29.2% | -23.7% |
| YTD | -37.2% | +16.5% | -53.8% | -39.6% |
| 1Y | -53.0% | +19.2% | -72.1% | -55.0% |
| 3Y | -20.0% | +61.9% | -81.9% | -29.9% |
| 5Y | -52.8% | +6.5% | -59.3% | -59.0% |
| All | -52.8% | +8.5% | -61.3% | -59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling