-46.9%
CPNG vs DGX
+45.0%
-91.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.5% | +8.5% | +11.7% |
| 7D | +20.8% | +4.1% | +16.7% | +20.5% |
| 30D | +20.1% | +10.5% | +9.6% | +19.7% |
| 3M | +1.6% | +9.8% | -8.2% | +1.4% |
| 6M | -15.8% | +34.6% | -50.4% | -15.0% |
| YTD | -27.7% | +49.8% | -77.5% | -29.7% |
| 1Y | -46.9% | +46.0% | -93.0% | -47.7% |
| All | -46.9% | +45.0% | -91.9% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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