-20.0%
CPNG vs EFV
+90.2%
-110.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.1% |
| 7D | -1.1% | -0.8% | -0.3% | -0.3% |
| 30D | -7.4% | +0.6% | -8.0% | -7.9% |
| 3M | -12.3% | +7.5% | -19.9% | -18.1% |
| 6M | -19.4% | +13.0% | -32.5% | -28.2% |
| YTD | -35.9% | +18.3% | -54.2% | -45.3% |
| 1Y | -53.4% | +26.7% | -80.1% | -62.8% |
| 3Y | -20.0% | +89.6% | -109.6% | -57.2% |
| All | -20.0% | +90.2% | -110.2% | -57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling