-20.0%
CPNG vs HUM
-9.4%
-10.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.3% | +0.8% | +3.1% |
| 7D | -1.1% | +2.1% | -3.2% | -1.1% |
| 30D | -7.4% | +5.4% | -12.7% | -7.3% |
| 3M | -12.3% | +11.4% | -23.8% | -12.3% |
| 6M | -19.4% | +141.5% | -161.0% | -20.5% |
| YTD | -35.9% | +61.2% | -97.1% | -36.4% |
| 1Y | -53.4% | +49.2% | -102.6% | -53.7% |
| 3Y | -20.0% | -9.0% | -11.0% | -13.9% |
| All | -20.0% | -9.4% | -10.6% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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