-69.9%
CPNG vs DD
+50.1%
-120.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | -6.3% | -0.6% | -5.7% | -6.0% |
| 30D | -8.7% | -7.4% | -1.3% | -5.3% |
| 3M | -2.4% | -6.4% | +4.0% | +0.5% |
| 6M | -22.3% | -2.5% | -19.9% | -22.3% |
| YTD | -37.2% | +10.2% | -47.5% | -41.0% |
| 1Y | -53.0% | +36.9% | -89.9% | -60.8% |
| 3Y | -20.0% | +47.0% | -67.1% | -37.6% |
| 5Y | -52.8% | +63.1% | -115.9% | -65.7% |
| All | -69.9% | +50.1% | -120.0% | -77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling