-51.1%
CPNG vs MET
+82.5%
-133.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.2% |
| 7D | -5.4% | -2.5% | -2.9% | -4.2% |
| 30D | -11.1% | 0.0% | -11.1% | -11.2% |
| 3M | -3.0% | +13.1% | -16.0% | -9.7% |
| 6M | -23.5% | +39.0% | -62.5% | -36.6% |
| YTD | -37.8% | +25.2% | -63.0% | -45.6% |
| 1Y | -54.3% | +25.6% | -80.0% | -60.3% |
| 3Y | -20.8% | +67.1% | -87.9% | -44.9% |
| 5Y | -51.1% | +85.1% | -136.2% | -67.6% |
| All | -51.1% | +82.5% | -133.6% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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