-21.9%
CPNG vs MAR
+64.8%
-86.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.6% |
| 7D | -7.6% | -0.5% | -7.1% | -7.4% |
| 30D | -8.8% | -4.7% | -4.2% | -7.4% |
| 3M | -7.2% | -15.6% | +8.4% | -2.2% |
| 6M | -21.5% | +1.2% | -22.7% | -22.3% |
| YTD | -37.4% | +7.5% | -44.9% | -39.6% |
| 1Y | -54.3% | +26.6% | -81.0% | -58.8% |
| All | -21.9% | +64.8% | -86.7% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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