-53.0%
CPNG vs PL
+131.1%
-184.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -3.0% |
| 7D | -6.3% | -7.5% | +1.3% | -5.7% |
| 30D | -8.7% | -25.6% | +16.8% | -6.6% |
| 3M | -2.4% | -45.6% | +43.2% | +1.7% |
| 6M | -22.3% | -29.5% | +7.2% | -20.7% |
| YTD | -37.2% | -9.7% | -27.5% | -37.0% |
| 1Y | -53.0% | +84.4% | -137.4% | -53.0% |
| All | -53.0% | +131.1% | -184.1% | -53.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling