-69.9%
CPNG vs DT
-4.6%
-65.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.1% | 0.0% | -1.6% |
| 7D | -6.3% | -4.9% | -1.4% | -4.1% |
| 30D | -8.7% | +2.7% | -11.4% | -10.4% |
| 3M | -2.4% | +20.0% | -22.4% | -12.4% |
| 6M | -22.3% | +28.0% | -50.4% | -33.9% |
| YTD | -37.2% | +16.0% | -53.3% | -44.1% |
| 1Y | -53.0% | +0.7% | -53.7% | -54.9% |
| 3Y | -20.0% | +6.2% | -26.2% | -29.6% |
| 5Y | -52.8% | -28.1% | -24.6% | -58.0% |
| All | -69.9% | -4.6% | -65.3% | -78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling