-2.5%
CPNG vs PL
+455.3%
-457.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.4% | -11.2% | -2.0% |
| 7D | +13.4% | -6.8% | +20.2% | +14.0% |
| 30D | +10.0% | -29.3% | +39.3% | +14.1% |
| 3M | -0.4% | -44.8% | +44.4% | +6.0% |
| 6M | -8.9% | -68.4% | +59.4% | +2.2% |
| YTD | -30.9% | -36.4% | +5.4% | -30.1% |
| 1Y | -43.8% | +0.7% | -44.5% | -46.9% |
| 3Y | -2.5% | +455.3% | -457.8% | -34.0% |
| All | -2.5% | +455.3% | -457.8% | -34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling