-46.9%
CPNG vs MULL
+444.9%
-491.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -13.8% | +25.7% | +12.3% |
| 7D | +20.8% | -35.9% | +56.7% | +22.4% |
| 30D | +20.1% | -47.3% | +67.4% | +22.3% |
| 3M | +1.6% | -30.6% | +32.2% | +2.1% |
| 6M | -15.8% | +13.7% | -29.5% | -21.0% |
| YTD | -27.7% | +272.1% | -299.8% | -37.5% |
| 1Y | -46.9% | +475.1% | -522.0% | -55.2% |
| All | -46.9% | +444.9% | -491.8% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling