-69.9%
CPNG vs HBM
+308.8%
-378.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.8% | -8.9% | -4.4% |
| 7D | -6.3% | +7.4% | -13.6% | -7.8% |
| 30D | -8.7% | +5.1% | -13.8% | -10.0% |
| 3M | -2.4% | +11.1% | -13.6% | -5.8% |
| 6M | -22.3% | +30.2% | -52.6% | -28.6% |
| YTD | -37.2% | +46.2% | -83.4% | -44.5% |
| 1Y | -53.0% | +120.0% | -173.0% | -62.9% |
| 3Y | -20.0% | +527.4% | -547.4% | -53.8% |
| 5Y | -52.8% | +400.4% | -453.1% | -71.5% |
| All | -69.9% | +308.8% | -378.7% | -81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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