-53.4%
CPNG vs ED
+13.4%
-66.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.3% | +3.0% |
| 7D | -1.1% | -0.8% | -0.3% | -1.3% |
| 30D | -7.4% | -0.4% | -6.9% | -7.4% |
| 3M | -12.3% | +0.5% | -12.8% | -12.4% |
| 6M | -19.4% | -3.1% | -16.3% | -20.3% |
| YTD | -35.9% | +9.8% | -45.7% | -33.9% |
| 1Y | -53.4% | +12.6% | -66.0% | -51.7% |
| All | -53.4% | +13.4% | -66.8% | -51.7% |
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