-66.5%
CPNG vs PL
+84.9%
-151.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.2% | -1.2% |
| 7D | -7.4% | -9.3% | +1.9% | -5.7% |
| 30D | -4.4% | -18.9% | +14.5% | -0.8% |
| 3M | -7.5% | -58.4% | +50.9% | +7.7% |
| 6M | -19.9% | -30.3% | +10.4% | -18.7% |
| YTD | -35.2% | -8.1% | -27.1% | -38.5% |
| 1Y | -46.8% | +180.5% | -227.3% | -62.5% |
| 3Y | -20.2% | +444.1% | -464.3% | -58.9% |
| 5Y | -48.4% | +83.0% | -131.5% | -71.6% |
| All | -66.5% | +84.9% | -151.4% | -81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling