-46.8%
CPNG vs KEY
+21.3%
-68.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -7.4% | +2.2% | -9.6% | -7.8% |
| 30D | -4.4% | -3.0% | -1.4% | -4.0% |
| 3M | -7.5% | +3.3% | -10.8% | -8.4% |
| 6M | -19.9% | +9.2% | -29.1% | -22.0% |
| YTD | -35.2% | +10.6% | -45.8% | -36.7% |
| 1Y | -46.8% | +20.4% | -67.2% | -46.5% |
| All | -46.8% | +21.3% | -68.1% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 1y: compounded portfolio wealth divided by compounded KEY 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…
1y analysis · Full analysis span regression · 6 months rolling