-70.2%
CPNG vs EME
+578.4%
-648.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -5.4% | +0.9% | -6.4% | -5.7% |
| 30D | -11.1% | -8.4% | -2.7% | -9.1% |
| 3M | -3.0% | -3.6% | +0.6% | -3.2% |
| 6M | -23.5% | +3.6% | -27.1% | -25.7% |
| YTD | -37.8% | +22.5% | -60.3% | -43.2% |
| 1Y | -54.3% | +18.2% | -72.5% | -58.5% |
| 3Y | -20.8% | +238.4% | -259.2% | -56.9% |
| 5Y | -51.1% | +550.5% | -601.6% | -81.0% |
| All | -70.2% | +578.4% | -648.6% | -88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling