-69.3%
CPNG vs P
+345.1%
-414.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.3% | -1.3% | +2.0% |
| 7D | -1.1% | -1.3% | +0.2% | -0.8% |
| 30D | -7.4% | -11.9% | +4.5% | -4.9% |
| 3M | -12.3% | +41.6% | -53.9% | -21.7% |
| 6M | -19.4% | +58.1% | -77.6% | -31.3% |
| YTD | -35.9% | +46.5% | -82.4% | -44.7% |
| 1Y | -53.4% | +19.1% | -72.5% | -58.4% |
| 3Y | -20.0% | +150.6% | -170.6% | -52.3% |
| 5Y | -49.6% | +271.8% | -321.3% | -75.5% |
| All | -69.3% | +345.1% | -414.4% | -86.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling