-70.2%
CPNG vs ET
+286.9%
-357.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -5.4% | +1.4% | -6.8% | -5.9% |
| 30D | -11.1% | +4.6% | -15.7% | -12.6% |
| 3M | -3.0% | +16.0% | -19.0% | -8.5% |
| 6M | -23.5% | +22.8% | -46.3% | -29.6% |
| YTD | -37.8% | +38.9% | -76.7% | -45.6% |
| 1Y | -54.3% | +34.1% | -88.4% | -59.5% |
| 3Y | -20.8% | +98.8% | -119.6% | -40.6% |
| 5Y | -51.1% | +246.8% | -297.9% | -66.7% |
| All | -70.2% | +286.9% | -357.1% | -78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling