-20.0%
CPNG vs JCI
+165.4%
-185.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +0.8% | +2.4% |
| 7D | -1.1% | +0.7% | -1.9% | -1.3% |
| 30D | -7.4% | -4.4% | -2.9% | -6.2% |
| 3M | -12.3% | +1.7% | -14.0% | -13.3% |
| 6M | -19.4% | +8.8% | -28.2% | -22.0% |
| YTD | -35.9% | +22.6% | -58.5% | -40.3% |
| 1Y | -53.4% | +36.2% | -89.6% | -58.4% |
| 3Y | -20.0% | +168.0% | -188.0% | -46.5% |
| All | -20.0% | +165.4% | -185.4% | -46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling