-46.9%
CPNG vs DD
+49.3%
-96.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.8% | +13.7% | +12.5% |
| 7D | +20.8% | +8.7% | +12.1% | +17.2% |
| 30D | +20.1% | +15.3% | +4.7% | +14.1% |
| 3M | +1.6% | +5.9% | -4.3% | -0.7% |
| 6M | -15.8% | +11.6% | -27.4% | -20.4% |
| YTD | -27.7% | +26.5% | -54.3% | -33.4% |
| 1Y | -46.9% | +35.4% | -82.3% | -50.9% |
| All | -46.9% | +49.3% | -96.3% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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