-20.0%
CPNG vs MKTX
-25.3%
+5.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.1% | +3.1% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | -7.4% | +0.7% | -8.1% | -7.4% |
| 3M | -12.3% | +40.8% | -53.1% | -16.1% |
| 6M | -19.4% | -8.0% | -11.5% | -20.0% |
| YTD | -35.9% | -8.7% | -27.2% | -36.4% |
| 1Y | -53.4% | -11.8% | -41.6% | -53.6% |
| 3Y | -20.0% | -24.0% | +4.0% | -20.5% |
| All | -20.0% | -25.3% | +5.3% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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