-69.9%
CPNG vs HRB
+171.3%
-241.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.5% | +3.3% | -2.2% |
| 7D | -6.3% | -9.1% | +2.8% | -5.0% |
| 30D | -8.7% | +0.3% | -9.0% | -8.9% |
| 3M | -2.4% | +23.4% | -25.8% | -6.2% |
| 6M | -22.3% | +45.1% | -67.5% | -27.9% |
| YTD | -37.2% | +8.9% | -46.1% | -38.1% |
| 1Y | -53.0% | -7.9% | -45.1% | -52.0% |
| 3Y | -20.0% | +27.9% | -48.0% | -26.5% |
| 5Y | -52.8% | +108.3% | -161.1% | -60.3% |
| All | -69.9% | +171.3% | -241.2% | -74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling