-46.8%
CPNG vs EME
+19.7%
-66.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.2% | -1.7% |
| 7D | -7.4% | +1.9% | -9.3% | -7.7% |
| 30D | -4.4% | -8.3% | +3.8% | -3.3% |
| 3M | -7.5% | -10.7% | +3.2% | -7.5% |
| 6M | -19.9% | +1.9% | -21.8% | -21.5% |
| YTD | -35.2% | +23.5% | -58.7% | -37.9% |
| 1Y | -46.8% | +18.0% | -64.7% | -47.9% |
| All | -46.8% | +19.7% | -66.5% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling