-46.8%
CPNG vs MDY
+17.9%
-64.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | -7.4% | +0.1% | -7.6% | -7.6% |
| 30D | -4.4% | -1.5% | -2.9% | -3.4% |
| 3M | -7.5% | +0.8% | -8.3% | -8.5% |
| 6M | -19.9% | +7.4% | -27.4% | -25.2% |
| YTD | -35.2% | +15.2% | -50.4% | -41.6% |
| 1Y | -46.8% | +16.5% | -63.3% | -52.4% |
| All | -46.8% | +17.9% | -64.7% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 1y: compounded portfolio wealth divided by compounded MDY 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…
1y analysis · Full analysis span regression · 6 months rolling