-69.3%
CPNG vs NYT
+38.7%
-108.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +2.9% |
| 7D | -1.1% | -0.6% | -0.5% | -0.9% |
| 30D | -7.4% | +4.6% | -11.9% | -8.8% |
| 3M | -12.3% | -9.6% | -2.8% | -9.7% |
| 6M | -19.4% | -14.0% | -5.4% | -16.4% |
| YTD | -35.9% | -2.8% | -33.1% | -37.0% |
| 1Y | -53.4% | +15.6% | -69.0% | -57.7% |
| 3Y | -20.0% | +56.3% | -76.3% | -41.4% |
| 5Y | -49.6% | +39.5% | -89.1% | -65.1% |
| All | -69.3% | +38.7% | -108.0% | -79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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