-46.9%
CPNG vs EMR
+25.6%
-72.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.4% | +9.5% | +11.1% |
| 7D | +20.8% | +1.6% | +19.2% | +20.2% |
| 30D | +20.1% | +5.0% | +15.1% | +18.2% |
| 3M | +1.6% | +7.7% | -6.1% | -1.0% |
| 6M | -15.8% | +26.8% | -42.6% | -22.9% |
| YTD | -27.7% | +29.9% | -57.6% | -33.9% |
| 1Y | -46.9% | +25.7% | -72.6% | -50.6% |
| All | -46.9% | +25.6% | -72.6% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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