-69.3%
CPNG vs DG
-27.8%
-41.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +2.9% |
| 7D | -1.1% | -6.5% | +5.4% | -0.2% |
| 30D | -7.4% | +4.2% | -11.5% | -7.9% |
| 3M | -12.3% | +9.5% | -21.9% | -13.7% |
| 6M | -19.4% | -13.1% | -6.3% | -18.5% |
| YTD | -35.9% | -4.8% | -31.1% | -35.9% |
| 1Y | -53.4% | +20.6% | -74.0% | -54.7% |
| 3Y | -20.0% | +4.9% | -24.9% | -22.7% |
| 5Y | -49.6% | -37.9% | -11.7% | -43.4% |
| All | -69.3% | -27.8% | -41.5% | -66.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling