-69.0%
CPNG vs D
+15.0%
-83.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | -7.4% | +1.5% | -8.9% | -7.7% |
| 30D | -4.4% | -2.6% | -1.9% | -4.1% |
| 3M | -7.5% | 0.0% | -7.5% | -7.6% |
| 6M | -19.9% | +7.4% | -27.3% | -21.1% |
| YTD | -35.2% | +15.9% | -51.1% | -37.0% |
| 1Y | -46.8% | +18.1% | -64.9% | -48.5% |
| 3Y | -20.2% | +58.4% | -78.5% | -27.2% |
| 5Y | -48.4% | +5.2% | -53.6% | -54.0% |
| All | -69.0% | +15.0% | -83.9% | -74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling