-46.9%
CPNG vs P
+19.7%
-66.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -5.0% | +16.9% | +12.5% |
| 7D | +20.8% | -19.4% | +40.2% | +23.6% |
| 30D | +20.1% | -22.3% | +42.4% | +23.3% |
| 3M | +1.6% | +33.2% | -31.6% | -3.8% |
| 6M | -15.8% | +53.6% | -69.5% | -23.1% |
| YTD | -27.7% | +66.8% | -94.5% | -35.4% |
| 1Y | -46.9% | +17.5% | -64.5% | -51.8% |
| All | -46.9% | +19.7% | -66.6% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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