-46.9%
CPNG vs PH
+20.3%
-67.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -3.7% | +15.6% | +12.2% |
| 7D | +20.8% | -0.2% | +21.0% | +20.6% |
| 30D | +20.1% | -6.7% | +26.8% | +20.7% |
| 3M | +1.6% | -8.1% | +9.7% | +2.2% |
| 6M | -15.8% | +5.3% | -21.2% | -17.1% |
| YTD | -27.7% | +4.2% | -31.9% | -27.7% |
| 1Y | -46.9% | +19.3% | -66.3% | -45.3% |
| All | -46.9% | +20.3% | -67.2% | -45.3% |
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