-46.9%
CPNG vs EFV
+25.8%
-72.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.1% | +8.8% | +8.9% |
| 7D | +20.8% | +2.9% | +18.0% | +17.8% |
| 30D | +20.1% | +3.6% | +16.5% | +16.3% |
| 3M | +1.6% | -0.1% | +1.7% | +1.6% |
| 6M | -15.8% | +9.6% | -25.5% | -22.3% |
| YTD | -27.7% | +17.0% | -44.7% | -35.5% |
| 1Y | -46.9% | +25.7% | -72.6% | -54.3% |
| All | -46.9% | +25.8% | -72.8% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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