-70.2%
CPNG vs JCI
+161.4%
-231.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.8% | +0.1% |
| 7D | -5.4% | +0.4% | -5.8% | -5.7% |
| 30D | -11.1% | -7.7% | -3.4% | -7.7% |
| 3M | -3.0% | +2.8% | -5.7% | -5.2% |
| 6M | -23.5% | +7.2% | -30.8% | -27.3% |
| YTD | -37.8% | +20.0% | -57.8% | -44.7% |
| 1Y | -54.3% | +33.3% | -87.6% | -62.1% |
| 3Y | -20.8% | +161.3% | -182.1% | -59.6% |
| 5Y | -51.1% | +108.8% | -159.8% | -74.4% |
| All | -70.2% | +161.4% | -231.7% | -85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling