-69.3%
CPNG vs DD
+45.1%
-114.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.3% | +3.2% |
| 7D | -1.1% | -3.5% | +2.4% | +0.6% |
| 30D | -7.4% | -11.7% | +4.3% | -1.7% |
| 3M | -12.3% | -9.2% | -3.1% | -8.6% |
| 6M | -19.4% | -7.2% | -12.3% | -17.4% |
| YTD | -35.9% | +6.6% | -42.5% | -38.8% |
| 1Y | -53.4% | +32.0% | -85.4% | -60.4% |
| 3Y | -20.0% | +42.1% | -62.1% | -36.6% |
| 5Y | -49.6% | +58.1% | -107.6% | -62.7% |
| All | -69.3% | +45.1% | -114.4% | -76.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling