-53.4%
CPNG vs DE
+45.1%
-98.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.1% |
| 7D | -1.1% | -2.6% | +1.5% | -1.2% |
| 30D | -7.4% | +9.0% | -16.4% | -6.9% |
| 3M | -12.3% | +19.1% | -31.5% | -12.0% |
| 6M | -19.4% | +14.4% | -33.8% | -19.2% |
| YTD | -35.9% | +45.9% | -81.8% | -34.6% |
| 1Y | -53.4% | +43.6% | -97.0% | -52.3% |
| All | -53.4% | +45.1% | -98.5% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 1y: compounded portfolio wealth divided by compounded DE 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…
1y analysis · Full analysis span regression · 6 months rolling