-69.3%
CPNG vs EFX
+2.4%
-71.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +2.8% |
| 7D | -1.1% | -4.5% | +3.4% | +0.8% |
| 30D | -7.4% | -6.1% | -1.3% | -5.1% |
| 3M | -12.3% | +6.2% | -18.6% | -15.9% |
| 6M | -19.4% | -11.2% | -8.2% | -17.0% |
| YTD | -35.9% | -21.4% | -14.5% | -31.0% |
| 1Y | -53.4% | -34.3% | -19.1% | -45.5% |
| 3Y | -20.0% | -12.5% | -7.5% | -25.9% |
| 5Y | -49.6% | -35.6% | -14.0% | -51.5% |
| All | -69.3% | +2.4% | -71.7% | -74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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