-70.0%
CPNG vs INDA
+20.0%
-90.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | +0.5% |
| 7D | -7.6% | -2.6% | -5.0% | -5.1% |
| 30D | -8.8% | -2.9% | -5.9% | -6.1% |
| 3M | -7.2% | +2.4% | -9.6% | -9.3% |
| 6M | -21.5% | -2.6% | -18.9% | -19.5% |
| YTD | -37.4% | -10.0% | -27.5% | -30.8% |
| 1Y | -54.3% | -7.7% | -46.7% | -50.9% |
| 3Y | -20.3% | +8.9% | -29.2% | -32.1% |
| 5Y | -51.2% | +6.0% | -57.2% | -59.2% |
| All | -70.0% | +20.0% | -90.1% | -76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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