-22.4%
CPNG vs HRB
+25.2%
-47.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.6% |
| 7D | -5.4% | -12.2% | +6.8% | -4.8% |
| 30D | -11.1% | -3.0% | -8.1% | -10.9% |
| 3M | -3.0% | +21.7% | -24.7% | -4.2% |
| 6M | -23.5% | +52.3% | -75.8% | -26.1% |
| YTD | -37.8% | +6.5% | -44.3% | -36.9% |
| 1Y | -54.3% | -6.7% | -47.7% | -52.9% |
| All | -22.4% | +25.2% | -47.6% | -22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling