-69.2%
CPNG vs EW
+28.1%
-97.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -1.2% |
| 7D | -6.8% | +4.9% | -11.7% | -8.7% |
| 30D | +5.5% | +23.9% | -18.5% | -3.8% |
| 3M | -6.8% | +15.8% | -22.5% | -12.6% |
| 6M | -4.8% | +31.7% | -36.5% | -15.6% |
| YTD | -35.6% | +25.7% | -61.3% | -41.9% |
| 1Y | -46.8% | +24.4% | -71.2% | -51.8% |
| 3Y | -0.8% | +65.9% | -66.7% | -29.6% |
| 5Y | -42.9% | -7.6% | -35.2% | -42.7% |
| All | -69.2% | +28.1% | -97.3% | -72.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling