-20.0%
CPNG vs DTE
+43.4%
-63.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.3% |
| 7D | -1.1% | -2.6% | +1.5% | -0.6% |
| 30D | -7.4% | -4.4% | -3.0% | -6.5% |
| 3M | -12.3% | -8.3% | -4.0% | -10.9% |
| 6M | -19.4% | -8.1% | -11.4% | -18.3% |
| YTD | -35.9% | +4.4% | -40.3% | -37.6% |
| 1Y | -53.4% | +0.2% | -53.6% | -54.0% |
| 3Y | -20.0% | +42.6% | -62.6% | -31.7% |
| All | -20.0% | +43.4% | -63.4% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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