-70.0%
CPNG vs KEY
+34.5%
-104.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.3% |
| 7D | -7.6% | -0.3% | -7.3% | -7.5% |
| 30D | -8.8% | -3.3% | -5.6% | -8.0% |
| 3M | -7.2% | -0.7% | -6.5% | -7.2% |
| 6M | -21.5% | +12.5% | -34.1% | -24.4% |
| YTD | -37.4% | +8.4% | -45.8% | -39.2% |
| 1Y | -54.3% | +18.4% | -72.8% | -56.9% |
| 3Y | -20.3% | +123.3% | -143.6% | -41.0% |
| 5Y | -51.2% | +38.8% | -90.0% | -54.7% |
| All | -70.0% | +34.5% | -104.5% | -73.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling