-69.9%
CPNG vs ETR
+180.3%
-250.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.3% | -3.4% |
| 7D | -6.3% | +1.4% | -7.7% | -6.5% |
| 30D | -8.7% | +1.9% | -10.6% | -9.1% |
| 3M | -2.4% | +1.0% | -3.4% | -2.8% |
| 6M | -22.3% | +4.8% | -27.2% | -23.1% |
| YTD | -37.2% | +19.5% | -56.8% | -39.4% |
| 1Y | -53.0% | +28.1% | -81.1% | -55.2% |
| 3Y | -20.0% | +151.1% | -171.2% | -31.4% |
| 5Y | -52.8% | +125.2% | -177.9% | -58.9% |
| All | -69.9% | +180.3% | -250.2% | -74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling