-53.4%
CPNG vs DHI
-21.2%
-32.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +2.8% |
| 7D | -1.1% | -3.4% | +2.3% | -0.6% |
| 30D | -7.4% | -5.4% | -1.9% | -6.6% |
| 3M | -12.3% | -10.4% | -1.9% | -11.4% |
| 6M | -19.4% | -2.8% | -16.7% | -19.9% |
| YTD | -35.9% | -3.4% | -32.5% | -36.5% |
| 1Y | -53.4% | -22.9% | -30.5% | -54.5% |
| All | -53.4% | -21.2% | -32.2% | -54.5% |
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