-70.2%
CPNG vs DGX
+116.1%
-186.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.1% |
| 7D | -5.4% | -3.5% | -2.0% | -4.5% |
| 30D | -11.1% | -2.7% | -8.4% | -10.4% |
| 3M | -3.0% | +13.9% | -16.9% | -6.4% |
| 6M | -23.5% | +16.0% | -39.5% | -26.7% |
| YTD | -37.8% | +34.9% | -72.7% | -43.5% |
| 1Y | -54.3% | +30.6% | -84.9% | -58.1% |
| 3Y | -20.8% | +93.0% | -113.8% | -39.6% |
| 5Y | -51.1% | +64.4% | -115.5% | -61.7% |
| All | -70.2% | +116.1% | -186.3% | -75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling