-46.8%
CPNG vs PH
+30.5%
-77.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -7.4% | -3.1% | -4.4% | -7.0% |
| 30D | -4.4% | -3.2% | -1.2% | -4.1% |
| 3M | -7.5% | +10.6% | -18.1% | -9.1% |
| 6M | -19.9% | -2.1% | -17.8% | -20.7% |
| YTD | -35.2% | +10.2% | -45.4% | -35.5% |
| 1Y | -46.8% | +28.2% | -75.0% | -46.3% |
| All | -46.8% | +30.5% | -77.3% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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