-69.0%
CPNG vs EXPE
+79.1%
-148.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.9% |
| 7D | -7.4% | -9.5% | +2.1% | -4.6% |
| 30D | -4.4% | -6.6% | +2.2% | -2.6% |
| 3M | -7.5% | +31.4% | -38.9% | -15.3% |
| 6M | -19.9% | +35.2% | -55.1% | -27.8% |
| YTD | -35.2% | +5.8% | -41.0% | -37.6% |
| 1Y | -46.8% | +38.7% | -85.5% | -53.5% |
| 3Y | -20.2% | +175.8% | -195.9% | -48.6% |
| 5Y | -48.4% | +111.8% | -160.3% | -64.0% |
| All | -69.0% | +79.1% | -148.1% | -77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling