-69.3%
CPNG vs IT
-3.1%
-66.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.3% | -2.2% | +1.6% |
| 7D | -1.1% | -3.7% | +2.6% | -0.1% |
| 30D | -7.4% | +0.1% | -7.4% | -7.6% |
| 3M | -12.3% | +20.7% | -33.0% | -18.8% |
| 6M | -19.4% | +12.0% | -31.4% | -24.7% |
| YTD | -35.9% | -28.8% | -7.1% | -29.6% |
| 1Y | -53.4% | -25.5% | -27.9% | -50.4% |
| 3Y | -20.0% | -48.8% | +28.8% | -6.4% |
| 5Y | -49.6% | -42.7% | -6.8% | -49.4% |
| All | -69.3% | -3.1% | -66.2% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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