-39.6%
CPNG vs MULL
+2,481.0%
-2,520.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.0% | -0.1% | -3.0% |
| 7D | -6.3% | +14.0% | -20.3% | -7.1% |
| 30D | -8.7% | +24.8% | -33.6% | -10.3% |
| 3M | -2.4% | -16.1% | +13.7% | -5.1% |
| 6M | -22.3% | +330.9% | -353.2% | -35.7% |
| YTD | -37.2% | +545.0% | -582.2% | -50.8% |
| 1Y | -53.0% | +2,427.1% | -2,480.1% | -69.0% |
| All | -39.6% | +2,481.0% | -2,520.6% | -64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling