-69.0%
CPNG vs ELF
+293.9%
-362.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.9% |
| 7D | -7.4% | +5.4% | -12.8% | -8.5% |
| 30D | -4.4% | +27.0% | -31.4% | -9.3% |
| 3M | -7.5% | +113.2% | -120.7% | -21.7% |
| 6M | -19.9% | +36.6% | -56.5% | -26.2% |
| YTD | -35.2% | +44.2% | -79.4% | -41.3% |
| 1Y | -46.8% | -18.0% | -28.8% | -46.8% |
| 3Y | -20.2% | -19.9% | -0.2% | -29.8% |
| 5Y | -48.4% | +257.7% | -306.1% | -84.2% |
| All | -69.0% | +293.9% | -362.9% | -90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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