-20.0%
CPNG vs M
+120.4%
-140.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.5% | -2.8% |
| 7D | -6.3% | +2.4% | -8.6% | -6.6% |
| 30D | -8.7% | -11.6% | +2.9% | -7.2% |
| 3M | -2.4% | +1.6% | -4.1% | -2.8% |
| 6M | -22.3% | +25.2% | -47.6% | -25.0% |
| YTD | -37.2% | +3.8% | -41.0% | -37.9% |
| 1Y | -53.0% | +36.3% | -89.3% | -55.4% |
| 3Y | -20.0% | +116.3% | -136.4% | -37.4% |
| All | -20.0% | +120.4% | -140.5% | -37.4% |
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