-69.3%
CPNG vs DLR
+67.5%
-136.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.3% | +2.3% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | -7.4% | -4.3% | -3.0% | -5.8% |
| 3M | -12.3% | +3.8% | -16.2% | -14.7% |
| 6M | -19.4% | +5.8% | -25.3% | -22.4% |
| YTD | -35.9% | +23.5% | -59.4% | -42.6% |
| 1Y | -53.4% | +11.1% | -64.5% | -56.3% |
| 3Y | -20.0% | +57.9% | -77.9% | -38.1% |
| 5Y | -49.6% | +44.0% | -93.5% | -61.2% |
| All | -69.3% | +67.5% | -136.8% | -75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling