-69.0%
CPNG vs HDB
-33.8%
-35.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -3.8% |
| 7D | -6.9% | +4.1% | -11.0% | -8.6% |
| 30D | +1.1% | +13.0% | -11.8% | -4.4% |
| 3M | -6.3% | +11.3% | -17.6% | -11.0% |
| 6M | -3.8% | +6.9% | -10.8% | -7.7% |
| YTD | -35.2% | -29.6% | -5.5% | -24.7% |
| 1Y | -47.0% | -29.5% | -17.4% | -38.4% |
| 3Y | -0.2% | -8.1% | +7.9% | -2.4% |
| 5Y | -42.5% | -23.4% | -19.1% | -44.4% |
| All | -69.0% | -33.8% | -35.1% | -67.4% |
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