-21.6%
CPNG vs EL
-30.9%
+9.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -2.7% |
| 7D | -6.3% | +1.7% | -8.0% | -6.6% |
| 30D | -8.7% | +15.5% | -24.2% | -11.9% |
| 3M | -2.4% | +20.6% | -23.0% | -6.9% |
| 6M | -22.3% | +10.5% | -32.8% | -25.0% |
| YTD | -37.2% | -1.9% | -35.3% | -37.8% |
| 1Y | -53.0% | +16.1% | -69.1% | -55.1% |
| All | -21.6% | -30.9% | +9.2% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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