-51.1%
CPNG vs MAR
+151.1%
-202.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.2% |
| 7D | -5.4% | -2.1% | -3.3% | -4.4% |
| 30D | -11.1% | -5.7% | -5.4% | -8.4% |
| 3M | -3.0% | -14.6% | +11.7% | +4.7% |
| 6M | -23.5% | +1.3% | -24.9% | -24.8% |
| YTD | -37.8% | +6.7% | -44.5% | -41.1% |
| 1Y | -54.3% | +26.4% | -80.8% | -61.1% |
| 3Y | -20.8% | +64.7% | -85.5% | -45.3% |
| 5Y | -51.1% | +153.1% | -204.1% | -72.3% |
| All | -51.1% | +151.1% | -202.1% | -72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling