-69.3%
CPNG vs EFV
+104.7%
-174.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +1.8% |
| 7D | -1.1% | -0.8% | -0.3% | -0.1% |
| 30D | -7.4% | +0.6% | -8.0% | -8.0% |
| 3M | -12.3% | +7.5% | -19.9% | -19.8% |
| 6M | -19.4% | +13.0% | -32.5% | -30.7% |
| YTD | -35.9% | +18.3% | -54.2% | -48.1% |
| 1Y | -53.4% | +26.7% | -80.1% | -65.5% |
| 3Y | -20.0% | +89.6% | -109.6% | -65.8% |
| 5Y | -49.6% | +98.2% | -147.8% | -80.5% |
| All | -69.3% | +104.7% | -174.0% | -87.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling