-69.0%
CPNG vs EMR
+85.2%
-154.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.2% | -2.2% |
| 7D | -7.4% | -1.5% | -5.9% | -6.8% |
| 30D | -4.4% | -5.6% | +1.2% | -2.0% |
| 3M | -7.5% | +7.9% | -15.4% | -11.2% |
| 6M | -19.9% | +6.0% | -26.0% | -23.3% |
| YTD | -35.2% | +16.4% | -51.6% | -40.9% |
| 1Y | -46.8% | +16.6% | -63.4% | -51.6% |
| 3Y | -20.2% | +62.9% | -83.0% | -41.6% |
| 5Y | -48.4% | +60.1% | -108.5% | -67.7% |
| All | -69.0% | +85.2% | -154.1% | -78.8% |
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