-54.3%
CPNG vs KEY
+18.3%
-72.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -8.4% |
| 3M | -7.2% | -0.7% | -6.5% | -7.5% |
| 6M | -21.5% | +12.5% | -34.1% | -23.5% |
| YTD | -37.4% | +8.4% | -45.8% | -38.6% |
| 1Y | -54.3% | +18.4% | -72.8% | -55.5% |
| All | -54.3% | +18.3% | -72.6% | -55.5% |
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