-21.5%
CPNG vs DG
-13.1%
-8.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.2% | +0.4% |
| 7D | -7.6% | -4.8% | -2.7% | -6.2% |
| 30D | -8.8% | +1.8% | -10.6% | -9.5% |
| 3M | -7.2% | +14.5% | -21.7% | -13.9% |
| 6M | -21.5% | -13.6% | -8.0% | -10.8% |
| All | -21.5% | -13.1% | -8.4% | -10.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling