-62.5%
CPNG vs DOCN
+70.4%
-132.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -15.9% | +12.2% | 0.0% |
| 7D | +12.7% | -29.3% | +42.0% | +21.5% |
| 30D | +13.9% | -46.0% | +59.9% | +30.1% |
| 3M | +2.6% | -43.2% | +45.8% | +13.7% |
| 6M | -20.9% | -53.7% | +32.8% | -10.0% |
| YTD | -30.4% | +46.9% | -77.3% | -46.3% |
| 1Y | -45.7% | +54.3% | -100.0% | -58.9% |
| 3Y | -1.7% | +185.5% | -187.3% | -46.9% |
| 5Y | -45.1% | -31.1% | -14.0% | -62.0% |
| All | -62.5% | +70.4% | -132.9% | -79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 all: compounded portfolio wealth divided by compounded DOCN 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…
all analysis · Full analysis span regression · 6 months rolling