-69.3%
CPNG vs EMR
+84.4%
-153.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +1.9% |
| 7D | -1.1% | -0.4% | -0.7% | -0.9% |
| 30D | -7.4% | -6.8% | -0.6% | -4.4% |
| 3M | -12.3% | +7.5% | -19.8% | -15.9% |
| 6M | -19.4% | +9.9% | -29.3% | -24.1% |
| YTD | -35.9% | +16.0% | -51.9% | -41.4% |
| 1Y | -53.4% | +12.4% | -65.9% | -56.8% |
| 3Y | -20.0% | +60.2% | -80.2% | -40.9% |
| 5Y | -49.6% | +67.9% | -117.4% | -67.6% |
| All | -69.3% | +84.4% | -153.7% | -79.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling