-69.0%
CPNG vs ED
+86.0%
-155.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.4% |
| 7D | -7.4% | -0.2% | -7.3% | -7.4% |
| 30D | -4.4% | -0.1% | -4.3% | -4.4% |
| 3M | -7.5% | +3.9% | -11.4% | -7.6% |
| 6M | -19.9% | -3.0% | -16.9% | -20.0% |
| YTD | -35.2% | +10.7% | -45.9% | -35.3% |
| 1Y | -46.8% | +13.3% | -60.1% | -46.9% |
| 3Y | -20.2% | +34.5% | -54.7% | -21.5% |
| 5Y | -48.4% | +67.1% | -115.6% | -42.2% |
| All | -69.0% | +86.0% | -155.0% | -67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling