-69.3%
CPNG vs DT
-3.1%
-66.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.7% | +3.4% |
| 7D | -1.1% | -1.6% | +0.5% | -0.4% |
| 30D | -7.4% | +3.0% | -10.4% | -9.1% |
| 3M | -12.3% | +26.5% | -38.9% | -23.3% |
| 6M | -19.4% | +35.9% | -55.4% | -33.6% |
| YTD | -35.9% | +17.8% | -53.7% | -43.3% |
| 1Y | -53.4% | +4.1% | -57.5% | -56.0% |
| 3Y | -20.0% | +5.3% | -25.3% | -29.1% |
| 5Y | -49.6% | -27.2% | -22.4% | -55.5% |
| All | -69.3% | -3.1% | -66.2% | -78.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling