-21.9%
CPNG vs DD
+42.2%
-64.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.7% |
| 7D | -7.6% | -3.8% | -3.8% | -6.1% |
| 30D | -8.8% | -9.2% | +0.4% | -5.2% |
| 3M | -7.2% | -9.0% | +1.8% | -3.9% |
| 6M | -21.5% | -5.0% | -16.6% | -20.7% |
| YTD | -37.4% | +7.4% | -44.8% | -40.0% |
| 1Y | -54.3% | +35.1% | -89.5% | -60.6% |
| All | -21.9% | +42.2% | -64.1% | -36.1% |
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