-70.2%
CPNG vs DG
-28.7%
-41.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | -5.4% | -6.3% | +0.9% | -4.6% |
| 30D | -11.1% | +2.4% | -13.5% | -11.4% |
| 3M | -3.0% | +12.4% | -15.4% | -4.8% |
| 6M | -23.5% | -14.9% | -8.6% | -22.4% |
| YTD | -37.8% | -6.1% | -31.8% | -37.7% |
| 1Y | -54.3% | +17.9% | -72.2% | -55.5% |
| 3Y | -20.8% | +3.1% | -23.9% | -23.2% |
| 5Y | -51.1% | -38.7% | -12.4% | -45.0% |
| All | -70.2% | -28.7% | -41.5% | -67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling