-52.8%
CPNG vs KEY
+39.4%
-92.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.4% | -2.6% |
| 7D | -6.3% | +2.7% | -9.0% | -7.1% |
| 30D | -8.7% | -3.2% | -5.5% | -7.9% |
| 3M | -2.4% | +1.0% | -3.4% | -2.9% |
| 6M | -22.3% | +11.9% | -34.2% | -25.3% |
| YTD | -37.2% | +8.7% | -45.9% | -39.2% |
| 1Y | -53.0% | +18.5% | -71.5% | -55.9% |
| 3Y | -20.0% | +124.0% | -144.0% | -42.6% |
| 5Y | -52.8% | +40.8% | -93.6% | -57.0% |
| All | -52.8% | +39.4% | -92.2% | -57.0% |
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 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