-46.9%
CPNG vs ED
+27.1%
-74.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.0% | +9.0% | +12.3% |
| 7D | +20.8% | +5.4% | +15.4% | +21.9% |
| 30D | +20.1% | +16.4% | +3.7% | +24.2% |
| 3M | +1.6% | +11.9% | -10.3% | +4.0% |
| 6M | -15.8% | +11.6% | -27.4% | -14.0% |
| YTD | -27.7% | +24.1% | -51.8% | -24.5% |
| 1Y | -46.9% | +26.9% | -73.8% | -44.7% |
| All | -46.9% | +27.1% | -74.0% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling