-22.4%
CPNG vs DT
+8.0%
-30.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.1% |
| 7D | -5.4% | -2.5% | -2.9% | -4.7% |
| 30D | -11.1% | +3.5% | -14.6% | -12.1% |
| 3M | -3.0% | +26.7% | -29.7% | -10.4% |
| 6M | -23.5% | +36.1% | -59.7% | -31.7% |
| YTD | -37.8% | +18.6% | -56.5% | -42.1% |
| 1Y | -54.3% | +7.9% | -62.2% | -56.1% |
| All | -22.4% | +8.0% | -30.4% | -29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling