+4.4%
CPNG vs M
+159.6%
-155.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | -6.2% | -3.3% | -2.9% | -5.8% |
| 30D | +4.6% | +8.1% | -3.4% | +3.5% |
| 3M | -3.1% | +2.2% | -5.3% | -3.5% |
| 6M | -0.9% | +35.1% | -36.0% | -5.0% |
| YTD | -32.2% | +15.8% | -48.0% | -33.9% |
| 1Y | -44.2% | +25.8% | -70.0% | -46.2% |
| All | +4.4% | +159.6% | -155.1% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 3y: compounded portfolio wealth divided by compounded M 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…
3y analysis · Full analysis span regression · 6 months rolling