-51.2%
CPNG vs EL
-68.4%
+17.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.5% | +0.7% |
| 7D | -7.6% | -2.4% | -5.2% | -6.8% |
| 30D | -8.8% | +13.7% | -22.5% | -13.3% |
| 3M | -7.2% | +14.5% | -21.7% | -12.3% |
| 6M | -21.5% | +7.4% | -28.9% | -24.9% |
| YTD | -37.4% | -4.7% | -32.7% | -37.8% |
| 1Y | -54.3% | +12.9% | -67.3% | -57.8% |
| 3Y | -20.3% | -32.2% | +11.9% | -13.6% |
| 5Y | -51.2% | -68.4% | +17.2% | -16.9% |
| All | -51.2% | -68.4% | +17.2% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling