-70.2%
CPNG vs DVA
+69.2%
-139.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -5.4% | -0.2% | -5.2% | -5.4% |
| 30D | -11.1% | +1.7% | -12.8% | -11.2% |
| 3M | -3.0% | -8.7% | +5.7% | -2.4% |
| 6M | -23.5% | +19.7% | -43.2% | -24.9% |
| YTD | -37.8% | +59.6% | -97.4% | -42.0% |
| 1Y | -54.3% | +37.1% | -91.4% | -56.3% |
| 3Y | -20.8% | +89.8% | -110.6% | -29.3% |
| 5Y | -51.1% | +47.4% | -98.4% | -57.5% |
| All | -70.2% | +69.2% | -139.4% | -73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling