-51.2%
CPNG vs DRI
+68.4%
-119.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.5% |
| 7D | -7.6% | -4.8% | -2.8% | -5.3% |
| 30D | -8.8% | -3.9% | -4.9% | -7.1% |
| 3M | -7.2% | +5.1% | -12.3% | -9.9% |
| 6M | -21.5% | +5.5% | -27.0% | -24.3% |
| YTD | -37.4% | +16.5% | -53.9% | -43.1% |
| 1Y | -54.3% | +2.0% | -56.3% | -55.6% |
| 3Y | -20.3% | +54.5% | -74.8% | -43.2% |
| 5Y | -51.2% | +66.6% | -117.8% | -70.8% |
| All | -51.2% | +68.4% | -119.6% | -70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling