-66.8%
CPNG vs P
+362.3%
-429.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | +7.2% | -13.3% | +20.5% | +10.4% |
| 30D | +3.2% | -34.0% | +37.2% | +12.9% |
| 3M | +0.9% | +4.1% | -3.2% | -3.0% |
| 6M | -3.8% | +30.5% | -34.3% | -14.8% |
| YTD | -30.8% | +52.2% | -83.0% | -42.0% |
| 1Y | -43.5% | +10.3% | -53.8% | -49.2% |
| 3Y | +6.6% | +180.9% | -174.3% | -40.4% |
| 5Y | -45.3% | +259.7% | -305.0% | -73.8% |
| All | -66.8% | +362.3% | -429.1% | -85.7% |
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