-51.1%
CPNG vs IT
-46.1%
-5.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.2% | -0.8% |
| 7D | -5.4% | -12.7% | +7.3% | -1.5% |
| 30D | -11.1% | -8.9% | -2.2% | -8.8% |
| 3M | -3.0% | +10.1% | -13.1% | -8.2% |
| 6M | -23.5% | +7.3% | -30.8% | -28.1% |
| YTD | -37.8% | -32.4% | -5.4% | -29.8% |
| 1Y | -54.3% | -26.6% | -27.7% | -51.2% |
| 3Y | -20.8% | -51.8% | +31.0% | -4.9% |
| 5Y | -51.1% | -45.6% | -5.5% | -53.1% |
| All | -51.1% | -46.1% | -5.0% | -53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling