-69.3%
CPNG vs JCI
+167.3%
-236.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +0.8% | +1.9% |
| 7D | -1.1% | +0.7% | -1.9% | -1.5% |
| 30D | -7.4% | -4.4% | -2.9% | -5.5% |
| 3M | -12.3% | +1.7% | -14.0% | -14.0% |
| 6M | -19.4% | +8.8% | -28.2% | -23.9% |
| YTD | -35.9% | +22.6% | -58.5% | -43.6% |
| 1Y | -53.4% | +36.2% | -89.6% | -61.8% |
| 3Y | -20.0% | +168.0% | -188.0% | -59.8% |
| 5Y | -49.6% | +113.5% | -163.0% | -73.9% |
| All | -69.3% | +167.3% | -236.6% | -85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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