-69.0%
CPNG vs DECK
+61.0%
-129.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.9% |
| 7D | -7.4% | -2.2% | -5.2% | -6.8% |
| 30D | -4.4% | -13.6% | +9.2% | -0.2% |
| 3M | -7.5% | -21.2% | +13.7% | -1.0% |
| 6M | -19.9% | -21.1% | +1.1% | -14.9% |
| YTD | -35.2% | -17.2% | -18.0% | -32.7% |
| 1Y | -46.8% | -30.7% | -16.0% | -42.0% |
| 3Y | -20.2% | -3.4% | -16.8% | -35.6% |
| 5Y | -48.4% | +25.5% | -74.0% | -70.4% |
| All | -69.0% | +61.0% | -129.9% | -82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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