-69.2%
CPNG vs EXEL
+211.2%
-280.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | -6.8% | -0.8% | -5.9% | -6.6% |
| 30D | +5.5% | +13.1% | -7.6% | +3.3% |
| 3M | -6.8% | +36.3% | -43.1% | -11.6% |
| 6M | -4.8% | +34.5% | -39.4% | -9.8% |
| YTD | -35.6% | +57.4% | -93.0% | -41.2% |
| 1Y | -46.8% | +62.9% | -109.7% | -51.8% |
| 3Y | -0.8% | +229.5% | -230.3% | -28.4% |
| 5Y | -42.9% | +281.2% | -324.1% | -59.3% |
| All | -69.2% | +211.2% | -280.4% | -78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling