-3.8%
CPNG vs PH
+9.6%
-13.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.8% | -4.1% |
| 7D | -6.9% | +7.4% | -14.2% | -7.9% |
| 30D | +1.1% | +0.5% | +0.6% | +0.8% |
| 3M | -6.3% | -10.2% | +3.9% | -3.0% |
| 6M | -3.8% | +8.9% | -12.8% | -15.0% |
| All | -3.8% | +9.6% | -13.4% | -15.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling