-40.1%
CPNG vs MULL
+2,366.2%
-2,406.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.3% | +8.7% | 0.0% |
| 7D | -5.4% | +3.6% | -9.0% | -5.7% |
| 30D | -11.1% | +22.0% | -33.1% | -12.5% |
| 3M | -3.0% | -8.6% | +5.7% | -6.3% |
| 6M | -23.5% | +248.5% | -272.0% | -35.6% |
| YTD | -37.8% | +516.3% | -554.1% | -51.1% |
| 1Y | -54.3% | +2,036.6% | -2,091.0% | -69.4% |
| All | -40.1% | +2,366.2% | -2,406.3% | -64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling