-53.4%
CPNG vs OMC
+7.0%
-60.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.6% | +3.2% |
| 7D | -1.1% | -4.4% | +3.3% | -0.2% |
| 30D | -7.4% | -7.6% | +0.2% | -5.8% |
| 3M | -12.3% | +4.5% | -16.9% | -13.8% |
| 6M | -19.4% | -0.3% | -19.2% | -20.3% |
| YTD | -35.9% | -0.1% | -35.8% | -37.8% |
| 1Y | -53.4% | +4.6% | -58.0% | -54.5% |
| All | -53.4% | +7.0% | -60.4% | -54.5% |
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