-69.2%
CPNG vs IR
+74.6%
-143.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | -6.8% | +2.5% | -9.3% | -7.8% |
| 30D | +5.5% | +9.2% | -3.7% | +1.3% |
| 3M | -6.8% | +0.9% | -7.7% | -7.4% |
| 6M | -4.8% | +19.2% | -24.1% | -13.1% |
| YTD | -35.6% | +7.5% | -43.1% | -39.5% |
| 1Y | -46.8% | +11.7% | -58.5% | -51.0% |
| 3Y | -0.8% | +23.9% | -24.7% | -21.0% |
| 5Y | -42.9% | +46.4% | -89.2% | -64.1% |
| All | -69.2% | +74.6% | -143.7% | -80.3% |
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