-53.4%
CPNG vs ET
+33.4%
-86.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +2.9% |
| 7D | -1.1% | +0.2% | -1.3% | -1.1% |
| 30D | -7.4% | +2.9% | -10.2% | -6.7% |
| 3M | -12.3% | +16.8% | -29.1% | -9.4% |
| 6M | -19.4% | +18.9% | -38.3% | -15.8% |
| YTD | -35.9% | +37.7% | -73.6% | -32.3% |
| 1Y | -53.4% | +32.4% | -85.8% | -50.7% |
| All | -53.4% | +33.4% | -86.8% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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