-46.0%
CPNG vs PL
+20.8%
-66.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.4% | -11.2% | -2.7% |
| 7D | +13.4% | -6.8% | +20.2% | +14.5% |
| 30D | +10.0% | -29.3% | +39.3% | +16.8% |
| 3M | -0.4% | -44.8% | +44.4% | +10.3% |
| 6M | -8.9% | -68.4% | +59.4% | +9.9% |
| YTD | -30.9% | -36.4% | +5.4% | -30.4% |
| 1Y | -43.8% | +0.7% | -44.5% | -49.8% |
| 3Y | -2.5% | +455.3% | -457.8% | -52.9% |
| All | -46.0% | +20.8% | -66.8% | -66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling