-70.2%
CPNG vs HUM
+4.8%
-75.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -5.4% | -1.4% | -4.0% | -5.3% |
| 30D | -11.1% | +7.5% | -18.6% | -11.5% |
| 3M | -3.0% | +10.2% | -13.2% | -3.6% |
| 6M | -23.5% | +132.5% | -156.0% | -28.1% |
| YTD | -37.8% | +57.6% | -95.4% | -40.1% |
| 1Y | -54.3% | +48.6% | -102.9% | -55.8% |
| 3Y | -20.8% | -11.2% | -9.6% | -17.6% |
| 5Y | -51.1% | +4.8% | -55.9% | -49.9% |
| All | -70.2% | +4.8% | -75.0% | -70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling