-70.2%
CPNG vs EXC
+76.9%
-147.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -5.4% | -1.6% | -3.8% | -5.2% |
| 30D | -11.1% | -2.4% | -8.7% | -10.9% |
| 3M | -3.0% | -4.0% | +1.0% | -2.7% |
| 6M | -23.5% | -9.8% | -13.7% | -22.6% |
| YTD | -37.8% | +2.3% | -40.1% | -38.1% |
| 1Y | -54.3% | +3.8% | -58.2% | -54.7% |
| 3Y | -20.8% | +19.7% | -40.5% | -23.7% |
| 5Y | -51.1% | +45.6% | -96.7% | -51.1% |
| All | -70.2% | +76.9% | -147.1% | -70.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling