-21.9%
CPNG vs O
+28.0%
-49.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | -7.6% | -2.3% | -5.3% | -7.3% |
| 30D | -8.8% | -2.4% | -6.4% | -8.5% |
| 3M | -7.2% | -0.6% | -6.6% | -7.5% |
| 6M | -21.5% | -5.0% | -16.5% | -21.0% |
| YTD | -37.4% | +10.4% | -47.8% | -39.2% |
| 1Y | -54.3% | +6.6% | -60.9% | -55.3% |
| All | -21.9% | +28.0% | -49.9% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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