-69.9%
CPNG vs O
+34.9%
-104.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.8% | -3.0% |
| 7D | -6.3% | -0.6% | -5.7% | -6.0% |
| 30D | -8.7% | -2.0% | -6.8% | -7.9% |
| 3M | -2.4% | +3.0% | -5.4% | -4.4% |
| 6M | -22.3% | -3.6% | -18.7% | -21.4% |
| YTD | -37.2% | +12.1% | -49.3% | -41.7% |
| 1Y | -53.0% | +8.9% | -61.9% | -55.8% |
| 3Y | -20.0% | +30.3% | -50.4% | -34.4% |
| 5Y | -52.8% | +13.7% | -66.5% | -57.1% |
| All | -69.9% | +34.9% | -104.9% | -71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling