-50.5%
CPNG vs DHI
+61.2%
-111.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +2.4% |
| 7D | -1.1% | -3.4% | +2.3% | +0.2% |
| 30D | -7.4% | -5.4% | -1.9% | -5.3% |
| 3M | -12.3% | -10.4% | -1.9% | -9.3% |
| 6M | -19.4% | -2.8% | -16.7% | -19.5% |
| YTD | -35.9% | -3.4% | -32.5% | -36.4% |
| 1Y | -53.4% | -22.9% | -30.5% | -49.7% |
| 3Y | -20.0% | +20.7% | -40.7% | -36.6% |
| All | -50.5% | +61.2% | -111.7% | -72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling