-46.9%
CPNG vs EW
+19.7%
-66.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +4.4% | +7.6% | +9.4% |
| 7D | +20.8% | +8.3% | +12.6% | +16.0% |
| 30D | +20.1% | +13.9% | +6.2% | +12.3% |
| 3M | +1.6% | +10.9% | -9.3% | -3.5% |
| 6M | -15.8% | +19.2% | -35.1% | -23.1% |
| YTD | -27.7% | +16.6% | -44.3% | -33.1% |
| 1Y | -46.9% | +18.1% | -65.0% | -51.2% |
| All | -46.9% | +19.7% | -66.6% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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