-51.1%
CPNG vs DLR
+39.0%
-90.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.3% |
| 7D | -5.4% | -1.3% | -4.1% | -4.9% |
| 30D | -11.1% | -2.9% | -8.2% | -10.2% |
| 3M | -3.0% | +3.2% | -6.2% | -5.5% |
| 6M | -23.5% | +3.9% | -27.4% | -25.9% |
| YTD | -37.8% | +21.4% | -59.3% | -44.2% |
| 1Y | -54.3% | +9.7% | -64.0% | -57.1% |
| 3Y | -20.8% | +56.5% | -77.3% | -39.8% |
| 5Y | -51.1% | +41.5% | -92.6% | -62.5% |
| All | -51.1% | +39.0% | -90.1% | -62.5% |
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