-69.2%
CPNG vs PH
+233.1%
-302.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.6% |
| 7D | -6.8% | +4.3% | -11.1% | -8.6% |
| 30D | +5.5% | +0.1% | +5.3% | +4.9% |
| 3M | -6.8% | -9.4% | +2.6% | -3.0% |
| 6M | -4.8% | +8.8% | -13.6% | -9.7% |
| YTD | -35.6% | +9.6% | -45.2% | -39.8% |
| 1Y | -46.8% | +14.4% | -61.2% | -51.3% |
| 3Y | -0.8% | +134.5% | -135.3% | -42.2% |
| 5Y | -42.9% | +204.4% | -247.3% | -75.3% |
| All | -69.2% | +233.1% | -302.3% | -86.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling