-46.8%
CPNG vs DG
+23.4%
-70.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.7% |
| 7D | -7.4% | +8.4% | -15.8% | -8.9% |
| 30D | -4.4% | +4.9% | -9.4% | -5.4% |
| 3M | -7.5% | +29.3% | -36.8% | -13.2% |
| 6M | -19.9% | -11.3% | -8.7% | -20.4% |
| YTD | -35.2% | +1.8% | -36.9% | -36.4% |
| 1Y | -46.8% | +25.3% | -72.1% | -48.9% |
| All | -46.8% | +23.4% | -70.2% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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