-46.8%
CPNG vs DRI
+6.9%
-53.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -7.4% | +0.6% | -8.0% | -7.5% |
| 30D | -4.4% | +3.8% | -8.3% | -5.2% |
| 3M | -7.5% | +13.0% | -20.5% | -10.1% |
| 6M | -19.9% | +8.3% | -28.3% | -21.6% |
| YTD | -35.2% | +20.6% | -55.8% | -37.8% |
| 1Y | -46.8% | +6.5% | -53.2% | -46.9% |
| All | -46.8% | +6.9% | -53.7% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling