-69.0%
CPNG vs EMB
+12.7%
-81.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.5% |
| 7D | -7.4% | 0.0% | -7.4% | -7.4% |
| 30D | -4.4% | -0.3% | -4.1% | -3.8% |
| 3M | -7.5% | -0.4% | -7.1% | -6.3% |
| 6M | -19.9% | +0.1% | -20.1% | -19.7% |
| YTD | -35.2% | +1.6% | -36.8% | -36.8% |
| 1Y | -46.8% | +5.6% | -52.4% | -51.7% |
| 3Y | -20.2% | +29.8% | -50.0% | -50.5% |
| 5Y | -48.4% | +7.3% | -55.7% | -65.3% |
| All | -69.0% | +12.7% | -81.7% | -78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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