-70.0%
CPNG vs MDY
+52.4%
-122.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.7% | +0.8% |
| 7D | -7.6% | -0.8% | -6.8% | -6.8% |
| 30D | -8.8% | -3.9% | -5.0% | -4.9% |
| 3M | -7.2% | 0.0% | -7.2% | -7.4% |
| 6M | -21.5% | +8.5% | -30.1% | -28.5% |
| YTD | -37.4% | +13.2% | -50.6% | -45.6% |
| 1Y | -54.3% | +15.0% | -69.4% | -61.1% |
| 3Y | -20.3% | +49.6% | -69.9% | -52.7% |
| 5Y | -51.2% | +46.0% | -97.2% | -70.7% |
| All | -70.0% | +52.4% | -122.4% | -81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling