-4.8%
CPNG vs DT
+33.7%
-38.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.7% |
| 7D | -6.8% | +3.1% | -9.9% | -6.8% |
| 30D | +5.5% | -29.5% | +35.0% | +6.2% |
| 3M | -6.8% | -11.7% | +5.0% | -7.4% |
| 6M | -4.8% | +29.0% | -33.8% | -8.8% |
| All | -4.8% | +33.7% | -38.5% | -8.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling