-52.8%
CPNG vs ES
-2.9%
-49.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.8% | -3.3% |
| 7D | -6.3% | +1.4% | -7.7% | -6.6% |
| 30D | -8.7% | -1.2% | -7.6% | -8.5% |
| 3M | -2.4% | +5.0% | -7.4% | -4.0% |
| 6M | -22.3% | -2.8% | -19.5% | -22.0% |
| YTD | -37.2% | +8.6% | -45.8% | -39.0% |
| 1Y | -53.0% | +18.9% | -71.9% | -55.9% |
| 3Y | -20.0% | +32.1% | -52.2% | -29.0% |
| 5Y | -52.8% | -5.1% | -47.7% | -56.3% |
| All | -52.8% | -2.9% | -49.9% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling