-69.0%
CPNG vs DRI
+81.1%
-150.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -7.4% | +0.6% | -8.0% | -7.7% |
| 30D | -4.4% | +3.8% | -8.3% | -6.1% |
| 3M | -7.5% | +13.0% | -20.5% | -12.9% |
| 6M | -19.9% | +8.3% | -28.3% | -23.4% |
| YTD | -35.2% | +20.6% | -55.8% | -41.3% |
| 1Y | -46.8% | +6.5% | -53.2% | -49.1% |
| 3Y | -20.2% | +53.7% | -73.9% | -39.4% |
| 5Y | -48.4% | +72.7% | -121.1% | -66.1% |
| All | -69.0% | +81.1% | -150.1% | -79.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling