-70.2%
CPNG vs DRI
+73.3%
-143.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | -5.4% | -4.8% | -0.6% | -3.3% |
| 30D | -11.1% | -5.2% | -5.9% | -9.1% |
| 3M | -3.0% | +2.7% | -5.7% | -4.5% |
| 6M | -23.5% | +3.6% | -27.1% | -25.3% |
| YTD | -37.8% | +15.4% | -53.2% | -42.6% |
| 1Y | -54.3% | +1.3% | -55.6% | -55.3% |
| 3Y | -20.8% | +53.1% | -73.9% | -40.3% |
| 5Y | -51.1% | +64.6% | -115.6% | -67.2% |
| All | -70.2% | +73.3% | -143.5% | -80.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling