-69.0%
CPNG vs KEY
+37.3%
-106.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -7.4% | +2.2% | -9.6% | -8.0% |
| 30D | -4.4% | -3.0% | -1.4% | -3.7% |
| 3M | -7.5% | +3.3% | -10.8% | -8.5% |
| 6M | -19.9% | +9.2% | -29.1% | -22.2% |
| YTD | -35.2% | +10.6% | -45.8% | -37.4% |
| 1Y | -46.8% | +20.4% | -67.2% | -50.0% |
| 3Y | -20.2% | +121.8% | -142.0% | -40.7% |
| 5Y | -48.4% | +41.1% | -89.6% | -52.4% |
| All | -69.0% | +37.3% | -106.3% | -72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling