-21.5%
CPNG vs ET
+21.1%
-42.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | +0.1% |
| 7D | -7.6% | +0.6% | -8.2% | -7.2% |
| 30D | -8.8% | +5.3% | -14.1% | -6.1% |
| 3M | -7.2% | +15.6% | -22.9% | +1.5% |
| 6M | -21.5% | +20.6% | -42.1% | -4.4% |
| All | -21.5% | +21.1% | -42.7% | -4.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling