-46.9%
CPNG vs HRB
+16.9%
-63.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +4.4% | +7.6% | +11.9% |
| 7D | +20.8% | +16.0% | +4.8% | +20.9% |
| 30D | +20.1% | +32.1% | -12.0% | +20.3% |
| 3M | +1.6% | +21.5% | -19.9% | +2.1% |
| 6M | -15.8% | +82.1% | -97.9% | -14.2% |
| YTD | -27.7% | +31.6% | -59.3% | -28.3% |
| 1Y | -46.9% | +15.9% | -62.8% | -49.9% |
| All | -46.9% | +16.9% | -63.8% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 1y: compounded portfolio wealth divided by compounded HRB 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…
1y analysis · Full analysis span regression · 6 months rolling