-46.0%
CPNG vs DLR
+35.0%
-81.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | +0.2% |
| 7D | -6.8% | +3.3% | -10.1% | -8.2% |
| 30D | +5.5% | +4.6% | +0.9% | +3.3% |
| 3M | -6.8% | -8.3% | +1.5% | -3.4% |
| 6M | -4.8% | -5.6% | +0.8% | -3.5% |
| YTD | -35.6% | +18.7% | -54.3% | -42.0% |
| 1Y | -46.8% | +17.1% | -63.9% | -51.7% |
| 3Y | -0.8% | +54.4% | -55.1% | -24.9% |
| All | -46.0% | +35.0% | -81.1% | -55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling