-17.7%
CPNG vs PPL
+57.3%
-75.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -7.4% | +2.7% | -10.1% | -7.9% |
| 30D | -4.4% | +0.5% | -4.9% | -4.5% |
| 3M | -7.5% | +0.7% | -8.2% | -8.0% |
| 6M | -19.9% | -7.6% | -12.3% | -18.7% |
| YTD | -35.2% | +1.8% | -37.0% | -35.7% |
| 1Y | -46.8% | -0.8% | -46.0% | -46.8% |
| All | -17.7% | +57.3% | -75.0% | -31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling