-69.0%
CPNG vs IT
+0.6%
-69.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -0.1% |
| 7D | -7.4% | -6.0% | -1.4% | -5.9% |
| 30D | -4.4% | 0.0% | -4.4% | -4.7% |
| 3M | -7.5% | +13.1% | -20.6% | -12.4% |
| 6M | -19.9% | +11.7% | -31.6% | -24.8% |
| YTD | -35.2% | -26.1% | -9.1% | -29.5% |
| 1Y | -46.8% | -21.3% | -25.5% | -44.4% |
| 3Y | -20.2% | -46.7% | +26.6% | -7.6% |
| 5Y | -48.4% | -40.5% | -7.9% | -48.8% |
| All | -69.0% | +0.6% | -69.6% | -67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling