-46.9%
CPNG vs EXC
+1.0%
-48.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.6% | +10.3% | +11.9% |
| 7D | +20.8% | +3.3% | +17.6% | +20.7% |
| 30D | +20.1% | +13.3% | +6.8% | +19.9% |
| 3M | +1.6% | +1.8% | -0.2% | +1.3% |
| 6M | -15.8% | +1.1% | -16.9% | -16.2% |
| YTD | -27.7% | +9.0% | -36.7% | -26.9% |
| 1Y | -46.9% | +3.4% | -50.3% | -44.1% |
| All | -46.9% | +1.0% | -48.0% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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