-51.1%
CPNG vs O
+14.0%
-65.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | -5.4% | -3.5% | -1.9% | -3.7% |
| 30D | -11.1% | -3.3% | -7.8% | -9.6% |
| 3M | -3.0% | -2.8% | -0.1% | -2.1% |
| 6M | -23.5% | -5.8% | -17.8% | -21.7% |
| YTD | -37.8% | +9.4% | -47.2% | -41.9% |
| 1Y | -54.3% | +5.7% | -60.0% | -56.6% |
| 3Y | -20.8% | +27.2% | -48.0% | -35.4% |
| 5Y | -51.1% | +17.2% | -68.3% | -54.7% |
| All | -51.1% | +14.0% | -65.1% | -54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling