-67.5%
CPNG vs M
+77.3%
-144.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | -6.2% | -3.3% | -2.9% | -5.6% |
| 30D | +4.6% | +8.1% | -3.4% | +2.8% |
| 3M | -3.1% | +2.2% | -5.3% | -3.8% |
| 6M | -0.9% | +35.1% | -36.0% | -8.3% |
| YTD | -32.2% | +15.8% | -48.0% | -35.4% |
| 1Y | -44.2% | +25.8% | -70.0% | -48.0% |
| 3Y | +4.4% | +156.2% | -151.9% | -25.5% |
| 5Y | -45.2% | -2.4% | -42.9% | -52.6% |
| All | -67.5% | +77.3% | -144.9% | -75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling