-69.0%
CPNG vs P
+351.1%
-420.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.8% |
| 7D | -7.4% | +6.5% | -14.0% | -9.0% |
| 30D | -4.4% | +18.8% | -23.3% | -9.6% |
| 3M | -7.5% | +26.7% | -34.2% | -14.7% |
| 6M | -19.9% | +62.2% | -82.1% | -32.2% |
| YTD | -35.2% | +48.5% | -83.7% | -44.2% |
| 1Y | -46.8% | +26.4% | -73.2% | -53.3% |
| 3Y | -20.2% | +159.4% | -179.6% | -53.1% |
| 5Y | -48.4% | +275.8% | -324.2% | -75.1% |
| All | -69.0% | +351.1% | -420.0% | -86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling