-51.1%
CPNG vs DD
+57.4%
-108.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -5.4% | -2.9% | -2.5% | -4.0% |
| 30D | -11.1% | -11.5% | +0.4% | -5.4% |
| 3M | -3.0% | -5.4% | +2.4% | -0.6% |
| 6M | -23.5% | -6.9% | -16.6% | -21.6% |
| YTD | -37.8% | +6.9% | -44.7% | -41.0% |
| 1Y | -54.3% | +35.6% | -90.0% | -62.2% |
| 3Y | -20.8% | +42.5% | -63.3% | -38.6% |
| 5Y | -51.1% | +58.5% | -109.5% | -65.1% |
| All | -51.1% | +57.4% | -108.4% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling