-54.8%
CPNG vs EMR
+12.5%
-67.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.2% |
| 7D | -5.4% | -1.2% | -4.2% | -5.1% |
| 30D | -11.1% | -9.4% | -1.7% | -8.4% |
| 3M | -3.0% | +8.6% | -11.6% | -6.2% |
| 6M | -23.5% | +6.7% | -30.2% | -26.1% |
| YTD | -37.8% | +13.1% | -50.9% | -40.2% |
| All | -54.8% | +12.5% | -67.2% | -56.5% |
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