-69.9%
CPNG vs MAR
+133.1%
-203.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -2.0% |
| 7D | -6.3% | -1.7% | -4.5% | -5.5% |
| 30D | -8.7% | -6.9% | -1.8% | -5.6% |
| 3M | -2.4% | -15.8% | +13.4% | +5.7% |
| 6M | -22.3% | +1.9% | -24.3% | -23.8% |
| YTD | -37.2% | +6.6% | -43.8% | -40.3% |
| 1Y | -53.0% | +23.7% | -76.7% | -59.0% |
| 3Y | -20.0% | +64.6% | -84.6% | -42.9% |
| 5Y | -52.8% | +156.4% | -209.1% | -72.1% |
| All | -69.9% | +133.1% | -203.0% | -81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling