-70.0%
CPNG vs EFV
+103.1%
-173.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.7% |
| 7D | -7.6% | -0.5% | -7.1% | -7.0% |
| 30D | -8.8% | 0.0% | -8.8% | -8.8% |
| 3M | -7.2% | +8.4% | -15.6% | -15.8% |
| 6M | -21.5% | +12.3% | -33.9% | -32.0% |
| YTD | -37.4% | +17.4% | -54.8% | -48.9% |
| 1Y | -54.3% | +27.1% | -81.5% | -66.4% |
| 3Y | -20.3% | +90.7% | -111.0% | -66.3% |
| 5Y | -51.2% | +95.6% | -146.8% | -80.9% |
| All | -70.0% | +103.1% | -173.1% | -87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling