-51.2%
CPNG vs EXC
+46.0%
-97.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.3% |
| 7D | -7.6% | +0.3% | -7.9% | -7.6% |
| 30D | -8.8% | -0.9% | -8.0% | -8.7% |
| 3M | -7.2% | -2.7% | -4.6% | -7.1% |
| 6M | -21.5% | -9.4% | -12.2% | -20.5% |
| YTD | -37.4% | +3.0% | -40.5% | -37.9% |
| 1Y | -54.3% | +5.1% | -59.5% | -54.9% |
| 3Y | -20.3% | +20.6% | -40.9% | -24.0% |
| 5Y | -51.2% | +45.7% | -96.9% | -54.5% |
| All | -51.2% | +46.0% | -97.2% | -54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling