-53.0%
CPNG vs PPL
+0.8%
-53.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.1% | -3.1% |
| 7D | -6.3% | +1.8% | -8.0% | -6.1% |
| 30D | -8.7% | -1.1% | -7.7% | -8.8% |
| 3M | -2.4% | 0.0% | -2.5% | -2.8% |
| 6M | -22.3% | -7.6% | -14.8% | -22.3% |
| YTD | -37.2% | +1.7% | -39.0% | -36.1% |
| 1Y | -53.0% | +1.5% | -54.5% | -51.3% |
| All | -53.0% | +0.8% | -53.8% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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