-46.9%
CPNG vs DT
-5.1%
-41.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.5% | +12.5% | +12.0% |
| 7D | +20.8% | -25.5% | +46.4% | +26.5% |
| 30D | +20.1% | -22.3% | +42.4% | +24.5% |
| 3M | +1.6% | +2.3% | -0.7% | -1.5% |
| 6M | -15.8% | +20.7% | -36.6% | -22.9% |
| YTD | -27.7% | +7.9% | -35.7% | -30.6% |
| 1Y | -46.9% | -5.7% | -41.2% | -44.6% |
| All | -46.9% | -5.1% | -41.8% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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