-0.8%
CPNG vs DD
+88.8%
-89.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | -6.8% | +5.0% | -11.7% | -8.5% |
| 30D | +5.5% | +19.7% | -14.2% | -1.7% |
| 3M | -6.8% | +7.2% | -13.9% | -9.4% |
| 6M | -4.8% | +1.0% | -5.9% | -5.8% |
| YTD | -35.6% | +29.1% | -64.7% | -42.4% |
| 1Y | -46.8% | +28.5% | -75.2% | -52.3% |
| 3Y | -0.8% | +89.4% | -90.2% | -31.1% |
| All | -0.8% | +88.8% | -89.6% | -31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling