-51.1%
CPNG vs DOW
-36.0%
-15.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | -5.4% | -2.4% | -3.0% | -4.8% |
| 30D | -11.1% | -4.1% | -7.0% | -10.2% |
| 3M | -3.0% | -12.4% | +9.5% | +0.1% |
| 6M | -23.5% | -10.6% | -12.9% | -22.9% |
| YTD | -37.8% | +31.1% | -68.9% | -45.8% |
| 1Y | -54.3% | +30.5% | -84.8% | -60.6% |
| 3Y | -20.8% | -34.4% | +13.6% | -8.6% |
| 5Y | -51.1% | -35.5% | -15.6% | -43.7% |
| All | -51.1% | -36.0% | -15.1% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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