-69.3%
CPNG vs HIG
+180.2%
-249.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.2% |
| 7D | -1.1% | -1.5% | +0.3% | -0.6% |
| 30D | -7.4% | -0.4% | -7.0% | -7.3% |
| 3M | -12.3% | +6.7% | -19.0% | -14.7% |
| 6M | -19.4% | +2.0% | -21.4% | -20.5% |
| YTD | -35.9% | +0.3% | -36.2% | -36.5% |
| 1Y | -53.4% | +4.2% | -57.6% | -54.7% |
| 3Y | -20.0% | +102.2% | -122.2% | -43.8% |
| 5Y | -49.6% | +118.5% | -168.1% | -66.0% |
| All | -69.3% | +180.2% | -249.5% | -79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling