-0.8%
CPNG vs EXEL
+230.5%
-231.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -6.8% | -0.8% | -5.9% | -6.7% |
| 30D | +5.5% | +13.1% | -7.6% | +4.8% |
| 3M | -6.8% | +36.3% | -43.1% | -8.4% |
| 6M | -4.8% | +34.5% | -39.4% | -6.6% |
| YTD | -35.6% | +57.4% | -93.0% | -37.6% |
| 1Y | -46.8% | +62.9% | -109.7% | -48.7% |
| 3Y | -0.8% | +229.5% | -230.3% | -15.3% |
| All | -0.8% | +230.5% | -231.2% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 3y: compounded portfolio wealth divided by compounded EXEL 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…
3y analysis · Full analysis span regression · 6 months rolling