-69.9%
CPNG vs DOW
-38.3%
-31.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.6% | -3.2% |
| 7D | -6.3% | -2.9% | -3.3% | -5.6% |
| 30D | -8.7% | +2.0% | -10.7% | -9.3% |
| 3M | -2.4% | -12.5% | +10.1% | +0.3% |
| 6M | -22.3% | -9.2% | -13.1% | -22.1% |
| YTD | -37.2% | +30.8% | -68.0% | -44.4% |
| 1Y | -53.0% | +29.4% | -82.4% | -58.6% |
| 3Y | -20.0% | -34.6% | +14.5% | -10.4% |
| 5Y | -52.8% | -35.9% | -16.8% | -48.1% |
| All | -69.9% | -38.3% | -31.6% | -66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling