-46.8%
CPNG vs EOG
+24.8%
-71.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.5% |
| 7D | -7.4% | +1.3% | -8.7% | -7.3% |
| 30D | -4.4% | +8.2% | -12.6% | -3.6% |
| 3M | -7.5% | +3.8% | -11.3% | -6.6% |
| 6M | -19.9% | +15.3% | -35.3% | -19.5% |
| YTD | -35.2% | +41.7% | -76.9% | -34.3% |
| 1Y | -46.8% | +23.6% | -70.3% | -46.2% |
| All | -46.8% | +24.8% | -71.6% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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