-44.7%
CPNG vs KEY
+16.6%
-61.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | 0.0% |
| 7D | +11.7% | -0.4% | +12.1% | +11.9% |
| 30D | +3.8% | +7.2% | -3.4% | +1.6% |
| 3M | +1.2% | -4.9% | +6.1% | +2.7% |
| 6M | -3.3% | +1.1% | -4.4% | -3.8% |
| YTD | -30.4% | +6.8% | -37.2% | -32.2% |
| 1Y | -43.1% | +23.3% | -66.4% | -47.2% |
| 3Y | +8.2% | +126.1% | -117.8% | -22.4% |
| 5Y | -44.7% | +15.2% | -59.9% | -43.8% |
| All | -44.7% | +16.6% | -61.3% | -43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling