-69.0%
CPNG vs EXC
+77.9%
-146.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.4% | -1.3% |
| 7D | -7.4% | +0.3% | -7.7% | -7.5% |
| 30D | -4.4% | -3.7% | -0.7% | -4.0% |
| 3M | -7.5% | -1.3% | -6.2% | -7.6% |
| 6M | -19.9% | -9.7% | -10.2% | -19.0% |
| YTD | -35.2% | +2.9% | -38.1% | -35.6% |
| 1Y | -46.8% | +4.4% | -51.2% | -47.2% |
| 3Y | -20.2% | +22.2% | -42.4% | -23.4% |
| 5Y | -48.4% | +46.7% | -95.1% | -48.4% |
| All | -69.0% | +77.9% | -146.8% | -69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling