-50.5%
CPNG vs EOG
+169.9%
-220.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.1% | +3.1% |
| 7D | -1.1% | +1.5% | -2.6% | -1.4% |
| 30D | -7.4% | +2.9% | -10.3% | -7.9% |
| 3M | -12.3% | +8.7% | -21.1% | -14.1% |
| 6M | -19.4% | +12.9% | -32.3% | -22.1% |
| YTD | -35.9% | +43.8% | -79.7% | -41.5% |
| 1Y | -53.4% | +27.1% | -80.5% | -56.3% |
| 3Y | -20.0% | +25.9% | -45.9% | -26.1% |
| All | -50.5% | +169.9% | -220.4% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling