-69.2%
CPNG vs EXPE
+55.0%
-124.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | -6.8% | -0.5% | -6.3% | -6.6% |
| 30D | +5.5% | -6.1% | +11.6% | +7.1% |
| 3M | -6.8% | -21.3% | +14.6% | -0.4% |
| 6M | -4.8% | +19.0% | -23.8% | -10.7% |
| YTD | -35.6% | -8.4% | -27.2% | -35.6% |
| 1Y | -46.8% | -2.8% | -44.0% | -47.9% |
| 3Y | -0.8% | +120.8% | -121.5% | -31.0% |
| 5Y | -42.9% | +46.2% | -89.0% | -57.7% |
| All | -69.2% | +55.0% | -124.2% | -77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling