-20.0%
CPNG vs HIG
+101.1%
-121.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.1% |
| 7D | -1.1% | -1.5% | +0.3% | -0.9% |
| 30D | -7.4% | -0.4% | -7.0% | -7.3% |
| 3M | -12.3% | +6.7% | -19.0% | -13.4% |
| 6M | -19.4% | +2.0% | -21.4% | -19.9% |
| YTD | -35.9% | +0.3% | -36.2% | -36.2% |
| 1Y | -53.4% | +4.2% | -57.6% | -54.0% |
| 3Y | -20.0% | +102.2% | -122.2% | -31.7% |
| All | -20.0% | +101.1% | -121.1% | -31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling