-69.0%
CPNG vs EXR
+33.9%
-102.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.0% |
| 7D | -7.4% | -2.6% | -4.9% | -6.6% |
| 30D | -4.4% | -7.2% | +2.8% | -1.9% |
| 3M | -7.5% | -3.5% | -4.0% | -6.7% |
| 6M | -19.9% | -5.3% | -14.7% | -19.0% |
| YTD | -35.2% | +9.4% | -44.5% | -37.9% |
| 1Y | -46.8% | +1.3% | -48.1% | -47.7% |
| 3Y | -20.2% | +22.4% | -42.6% | -29.3% |
| 5Y | -48.4% | -12.2% | -36.2% | -47.0% |
| All | -69.0% | +33.9% | -102.9% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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