-69.9%
CPNG vs HIG
+178.8%
-248.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.2% | -2.5% |
| 7D | -6.3% | -1.1% | -5.2% | -5.9% |
| 30D | -8.7% | -4.9% | -3.8% | -7.2% |
| 3M | -2.4% | +6.8% | -9.2% | -5.1% |
| 6M | -22.3% | -1.7% | -20.7% | -22.3% |
| YTD | -37.2% | -0.2% | -37.0% | -37.7% |
| 1Y | -53.0% | +5.7% | -58.7% | -54.6% |
| 3Y | -20.0% | +100.3% | -120.3% | -43.6% |
| 5Y | -52.8% | +118.5% | -171.2% | -68.1% |
| All | -69.9% | +178.8% | -248.7% | -80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling