-51.1%
CPNG vs ED
+66.8%
-117.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | -5.4% | -1.9% | -3.6% | -5.4% |
| 30D | -11.1% | +0.1% | -11.2% | -11.1% |
| 3M | -3.0% | 0.0% | -3.0% | -3.1% |
| 6M | -23.5% | -2.5% | -21.0% | -23.5% |
| YTD | -37.8% | +10.1% | -47.9% | -38.4% |
| 1Y | -54.3% | +13.6% | -67.9% | -54.9% |
| 3Y | -20.8% | +32.4% | -53.2% | -24.4% |
| 5Y | -51.1% | +69.9% | -120.9% | -49.9% |
| All | -51.1% | +66.8% | -117.8% | -49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling