-51.1%
CPNG vs EW
-29.2%
-21.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.9% |
| 7D | -5.4% | -3.4% | -2.1% | -4.0% |
| 30D | -11.1% | -7.4% | -3.7% | -8.0% |
| 3M | -3.0% | +0.9% | -3.9% | -3.4% |
| 6M | -23.5% | +1.2% | -24.7% | -24.0% |
| YTD | -37.8% | +1.8% | -39.6% | -38.4% |
| 1Y | -54.3% | +10.8% | -65.2% | -56.5% |
| 3Y | -20.8% | +17.1% | -37.9% | -33.3% |
| 5Y | -51.1% | -28.2% | -22.8% | -44.7% |
| All | -51.1% | -29.2% | -21.8% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling