-50.5%
CPNG vs EFV
+95.9%
-146.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +1.7% |
| 7D | -1.1% | -0.8% | -0.3% | -0.1% |
| 30D | -7.4% | +0.6% | -8.0% | -8.1% |
| 3M | -12.3% | +7.5% | -19.9% | -20.1% |
| 6M | -19.4% | +13.0% | -32.5% | -31.2% |
| YTD | -35.9% | +18.3% | -54.2% | -48.6% |
| 1Y | -53.4% | +26.7% | -80.1% | -65.9% |
| 3Y | -20.0% | +89.6% | -109.6% | -67.4% |
| All | -50.5% | +95.9% | -146.3% | -81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling