-64.0%
CPNG vs PL
+46.6%
-110.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +14.5% | -13.7% | -1.9% |
| 7D | +11.7% | +10.9% | +0.8% | +9.0% |
| 30D | +3.8% | -16.4% | +20.1% | +6.6% |
| 3M | +1.2% | -39.9% | +41.1% | +10.1% |
| 6M | -3.3% | -63.2% | +59.9% | +13.5% |
| YTD | -30.4% | -27.1% | -3.3% | -31.8% |
| 1Y | -43.1% | +12.2% | -55.3% | -50.2% |
| 3Y | +8.2% | +584.3% | -576.0% | -50.6% |
| 5Y | -44.7% | +37.0% | -81.7% | -67.2% |
| All | -64.0% | +46.6% | -110.7% | -79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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