-69.0%
CPNG vs HDB
-40.3%
-28.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | -7.4% | +0.4% | -7.9% | -7.6% |
| 30D | -4.4% | -2.8% | -1.6% | -3.2% |
| 3M | -7.5% | -3.5% | -4.0% | -6.5% |
| 6M | -19.9% | -24.7% | +4.8% | -9.6% |
| YTD | -35.2% | -36.6% | +1.4% | -20.8% |
| 1Y | -46.8% | -34.4% | -12.4% | -36.2% |
| 3Y | -20.2% | -24.4% | +4.2% | -13.5% |
| 5Y | -48.4% | -35.4% | -13.1% | -46.9% |
| All | -69.0% | -40.3% | -28.6% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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