-51.2%
CPNG vs M
+22.2%
-73.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.8% | +0.7% |
| 7D | -7.6% | -4.1% | -3.5% | -6.7% |
| 30D | -8.8% | -13.6% | +4.8% | -5.6% |
| 3M | -7.2% | -2.3% | -4.9% | -7.1% |
| 6M | -21.5% | +21.9% | -43.4% | -26.0% |
| YTD | -37.4% | -0.6% | -36.8% | -38.2% |
| 1Y | -54.3% | +29.7% | -84.1% | -58.1% |
| 3Y | -20.3% | +107.3% | -127.6% | -41.8% |
| 5Y | -51.2% | +20.5% | -71.7% | -57.4% |
| All | -51.2% | +22.2% | -73.4% | -57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling