-53.4%
CPNG vs EXC
+3.5%
-56.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.0% |
| 7D | -1.1% | -1.1% | 0.0% | -1.1% |
| 30D | -7.4% | -3.6% | -3.7% | -7.4% |
| 3M | -12.3% | -4.3% | -8.1% | -12.8% |
| 6M | -19.4% | -9.9% | -9.5% | -19.7% |
| YTD | -35.9% | +1.8% | -37.7% | -35.1% |
| 1Y | -53.4% | +2.9% | -56.3% | -51.5% |
| All | -53.4% | +3.5% | -56.9% | -51.5% |
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