-69.9%
CPNG vs EOG
+150.6%
-220.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.3% | -3.2% |
| 7D | -6.3% | -2.0% | -4.3% | -5.9% |
| 30D | -8.7% | +7.9% | -16.6% | -10.0% |
| 3M | -2.4% | +4.5% | -6.9% | -3.5% |
| 6M | -22.3% | +12.3% | -34.6% | -24.5% |
| YTD | -37.2% | +41.9% | -79.1% | -41.8% |
| 1Y | -53.0% | +27.8% | -80.8% | -55.5% |
| 3Y | -20.0% | +21.8% | -41.8% | -24.7% |
| 5Y | -52.8% | +174.0% | -226.8% | -55.7% |
| All | -69.9% | +150.6% | -220.5% | -71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling