-70.2%
CPNG vs EXPE
+66.4%
-136.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.1% |
| 7D | -5.4% | -8.7% | +3.2% | -2.9% |
| 30D | -11.1% | -13.6% | +2.5% | -7.2% |
| 3M | -3.0% | +26.6% | -29.6% | -10.3% |
| 6M | -23.5% | +19.9% | -43.5% | -28.3% |
| YTD | -37.8% | -1.7% | -36.1% | -38.8% |
| 1Y | -54.3% | +29.4% | -83.8% | -59.3% |
| 3Y | -20.8% | +155.7% | -176.5% | -47.8% |
| 5Y | -51.1% | +93.1% | -144.1% | -65.0% |
| All | -70.2% | +66.4% | -136.6% | -78.3% |
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