-51.1%
CPNG vs PH
+243.6%
-294.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | +0.2% |
| 7D | -5.4% | -3.1% | -2.3% | -3.9% |
| 30D | -11.1% | -11.8% | +0.7% | -5.4% |
| 3M | -3.0% | +6.9% | -9.9% | -6.8% |
| 6M | -23.5% | -1.3% | -22.2% | -24.0% |
| YTD | -37.8% | +7.0% | -44.8% | -41.0% |
| 1Y | -54.3% | +23.1% | -77.4% | -60.2% |
| 3Y | -20.8% | +135.4% | -156.2% | -56.7% |
| 5Y | -51.1% | +250.3% | -301.4% | -81.4% |
| All | -51.1% | +243.6% | -294.6% | -81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling