-53.4%
CPNG vs ETR
+21.8%
-75.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.4% | +3.1% |
| 7D | -1.1% | -1.8% | +0.7% | -0.7% |
| 30D | -7.4% | -1.8% | -5.6% | -7.0% |
| 3M | -12.3% | -3.6% | -8.8% | -12.0% |
| 6M | -19.4% | +2.6% | -22.1% | -19.3% |
| YTD | -35.9% | +16.0% | -51.9% | -38.9% |
| 1Y | -53.4% | +20.1% | -73.5% | -55.0% |
| All | -53.4% | +21.8% | -75.2% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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