-66.5%
CPNG vs PL
+41.8%
-108.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.1% | -1.3% | -3.8% |
| 7D | -6.9% | +22.3% | -29.1% | -10.6% |
| 30D | +1.1% | -8.3% | +9.4% | +2.1% |
| 3M | -6.3% | -43.3% | +37.0% | +3.1% |
| 6M | -3.8% | -65.8% | +62.0% | +14.6% |
| YTD | -35.2% | -29.5% | -5.7% | -36.0% |
| 1Y | -47.0% | +11.7% | -58.7% | -53.5% |
| 3Y | -0.2% | +540.6% | -540.7% | -53.6% |
| 5Y | -42.5% | +32.9% | -75.4% | -65.9% |
| All | -66.5% | +41.8% | -108.4% | -80.9% |
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