-70.2%
CPNG vs IR
+50.0%
-120.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | -5.4% | -3.1% | -2.4% | -4.1% |
| 30D | -11.1% | -14.0% | +2.9% | -5.1% |
| 3M | -3.0% | +3.7% | -6.7% | -5.6% |
| 6M | -23.5% | -15.4% | -8.1% | -19.0% |
| YTD | -37.8% | -7.7% | -30.1% | -37.4% |
| 1Y | -54.3% | -8.8% | -45.5% | -54.0% |
| 3Y | -20.8% | +5.6% | -26.4% | -32.3% |
| 5Y | -51.1% | +34.3% | -85.4% | -67.3% |
| All | -70.2% | +50.0% | -120.2% | -79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling