-70.2%
CPNG vs ES
+4.3%
-74.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.4% | -0.2% |
| 7D | -5.4% | -3.5% | -1.9% | -4.7% |
| 30D | -11.1% | -3.0% | -8.1% | -10.5% |
| 3M | -3.0% | -0.3% | -2.7% | -3.2% |
| 6M | -23.5% | -5.2% | -18.4% | -22.9% |
| YTD | -37.8% | +4.8% | -42.6% | -38.9% |
| 1Y | -54.3% | +12.7% | -67.0% | -56.2% |
| 3Y | -20.8% | +27.5% | -48.3% | -27.7% |
| 5Y | -51.1% | -4.7% | -46.4% | -53.4% |
| All | -70.2% | +4.3% | -74.5% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling