-69.9%
CPNG vs PBF
+401.3%
-471.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.3% | -6.4% | -3.4% |
| 7D | -6.3% | +2.4% | -8.6% | -6.4% |
| 30D | -8.7% | +24.9% | -33.6% | -10.3% |
| 3M | -2.4% | +81.9% | -84.3% | -6.7% |
| 6M | -22.3% | +79.4% | -101.7% | -26.0% |
| YTD | -37.2% | +188.3% | -225.5% | -42.6% |
| 1Y | -53.0% | +177.3% | -230.2% | -57.0% |
| 3Y | -20.0% | +56.0% | -76.0% | -25.7% |
| 5Y | -52.8% | +804.0% | -856.8% | -60.9% |
| All | -69.9% | +401.3% | -471.2% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded PBF 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling