-69.3%
CPNG vs DVA
+69.4%
-138.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +2.9% | +3.1% |
| 7D | -1.1% | -1.3% | +0.2% | -1.0% |
| 30D | -7.4% | 0.0% | -7.4% | -7.4% |
| 3M | -12.3% | -10.9% | -1.4% | -11.7% |
| 6M | -19.4% | +17.3% | -36.7% | -20.7% |
| YTD | -35.9% | +59.8% | -95.7% | -40.2% |
| 1Y | -53.4% | +36.3% | -89.7% | -55.3% |
| 3Y | -20.0% | +88.6% | -108.6% | -28.5% |
| 5Y | -49.6% | +47.5% | -97.1% | -56.2% |
| All | -69.3% | +69.4% | -138.7% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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