-70.0%
CPNG vs MET
+87.8%
-157.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -7.6% | -0.8% | -6.8% | -7.3% |
| 30D | -8.8% | -1.4% | -7.5% | -8.3% |
| 3M | -7.2% | +12.5% | -19.7% | -12.9% |
| 6M | -21.5% | +37.1% | -58.6% | -33.3% |
| YTD | -37.4% | +23.8% | -61.2% | -44.2% |
| 1Y | -54.3% | +24.1% | -78.5% | -59.5% |
| 3Y | -20.3% | +65.2% | -85.5% | -41.3% |
| 5Y | -51.2% | +82.3% | -133.5% | -64.1% |
| All | -70.0% | +87.8% | -157.9% | -77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling