-53.4%
CPNG vs IR
-8.8%
-44.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.1% |
| 7D | -1.1% | -4.5% | +3.4% | -0.5% |
| 30D | -7.4% | -13.9% | +6.6% | -5.4% |
| 3M | -12.3% | -0.3% | -12.0% | -13.2% |
| 6M | -19.4% | -14.3% | -5.1% | -19.0% |
| YTD | -35.9% | -7.9% | -28.0% | -35.3% |
| 1Y | -53.4% | -9.9% | -43.5% | -52.6% |
| All | -53.4% | -8.8% | -44.6% | -52.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling