-22.4%
CPNG vs EOG
+22.6%
-45.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -5.4% | +1.0% | -6.4% | -5.5% |
| 30D | -11.1% | +2.8% | -13.9% | -11.4% |
| 3M | -3.0% | +5.9% | -8.9% | -3.8% |
| 6M | -23.5% | +17.1% | -40.6% | -25.9% |
| YTD | -37.8% | +43.9% | -81.7% | -42.4% |
| 1Y | -54.3% | +26.9% | -81.2% | -56.5% |
| All | -22.4% | +22.6% | -45.0% | -29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling