-46.9%
CPNG vs OMC
+24.5%
-71.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +5.2% | +6.7% | +10.4% |
| 7D | +20.8% | +12.5% | +8.3% | +17.2% |
| 30D | +20.1% | +16.3% | +3.8% | +15.5% |
| 3M | +1.6% | +8.1% | -6.5% | -0.7% |
| 6M | -15.8% | +17.2% | -33.0% | -19.9% |
| YTD | -27.7% | +11.8% | -39.5% | -32.4% |
| 1Y | -46.9% | +23.9% | -70.9% | -49.9% |
| All | -46.9% | +24.5% | -71.5% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · 6 months rolling