-50.5%
CPNG vs EME
+575.5%
-626.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.3% | -1.3% | +1.7% |
| 7D | -1.1% | +3.5% | -4.6% | -2.2% |
| 30D | -7.4% | -6.3% | -1.0% | -5.7% |
| 3M | -12.3% | -3.8% | -8.6% | -12.6% |
| 6M | -19.4% | +8.5% | -28.0% | -23.1% |
| YTD | -35.9% | +27.8% | -63.7% | -42.7% |
| 1Y | -53.4% | +22.2% | -75.6% | -58.5% |
| 3Y | -20.0% | +253.5% | -273.5% | -61.3% |
| All | -50.5% | +575.5% | -626.0% | -85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling