-20.0%
CPNG vs MDY
+48.5%
-68.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +2.5% |
| 7D | -1.1% | -1.9% | +0.7% | +0.3% |
| 30D | -7.4% | -4.6% | -2.7% | -4.0% |
| 3M | -12.3% | -1.2% | -11.1% | -11.8% |
| 6M | -19.4% | +9.2% | -28.7% | -24.8% |
| YTD | -35.9% | +13.1% | -49.0% | -41.6% |
| 1Y | -53.4% | +13.0% | -66.4% | -57.6% |
| 3Y | -20.0% | +49.2% | -69.2% | -44.4% |
| All | -20.0% | +48.5% | -68.5% | -44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling