-69.2%
CPNG vs EMR
+102.3%
-171.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -6.8% | +2.8% | -9.6% | -8.0% |
| 30D | +5.5% | +3.7% | +1.8% | +3.8% |
| 3M | -6.8% | +2.0% | -8.8% | -7.7% |
| 6M | -4.8% | +22.1% | -26.9% | -13.8% |
| YTD | -35.6% | +27.2% | -62.8% | -43.6% |
| 1Y | -46.8% | +32.0% | -78.8% | -54.3% |
| 3Y | -0.8% | +103.3% | -104.0% | -35.7% |
| 5Y | -42.9% | +88.2% | -131.1% | -64.1% |
| All | -69.2% | +102.3% | -171.5% | -79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling