-70.0%
CPNG vs EFX
+1.8%
-71.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.7% | +0.5% |
| 7D | -7.6% | -9.4% | +1.8% | -3.9% |
| 30D | -8.8% | -6.9% | -1.9% | -6.3% |
| 3M | -7.2% | +0.1% | -7.4% | -8.9% |
| 6M | -21.5% | -17.3% | -4.2% | -16.5% |
| YTD | -37.4% | -21.8% | -15.6% | -32.5% |
| 1Y | -54.3% | -32.5% | -21.8% | -47.4% |
| 3Y | -20.3% | -12.3% | -8.0% | -26.3% |
| 5Y | -51.2% | -36.6% | -14.6% | -52.9% |
| All | -70.0% | +1.8% | -71.8% | -75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling