-46.8%
CPNG vs DHI
-16.9%
-29.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.3% |
| 7D | -7.4% | -3.1% | -4.3% | -7.0% |
| 30D | -4.4% | -5.5% | +1.0% | -3.8% |
| 3M | -7.5% | -2.2% | -5.3% | -7.6% |
| 6M | -19.9% | -6.0% | -14.0% | -21.2% |
| YTD | -35.2% | 0.0% | -35.2% | -36.1% |
| 1Y | -46.8% | -18.2% | -28.5% | -46.8% |
| All | -46.8% | -16.9% | -29.9% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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