-54.3%
CPNG vs ES
+17.2%
-71.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | -0.3% |
| 7D | -7.6% | 0.0% | -7.6% | -7.6% |
| 30D | -8.8% | -1.0% | -7.8% | -8.8% |
| 3M | -7.2% | +1.5% | -8.7% | -7.6% |
| 6M | -21.5% | -3.5% | -18.0% | -21.9% |
| YTD | -37.4% | +7.0% | -44.4% | -38.1% |
| 1Y | -54.3% | +15.3% | -69.7% | -53.7% |
| All | -54.3% | +17.2% | -71.5% | -53.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling