-46.9%
CPNG vs PR
+87.5%
-134.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -6.5% | +18.5% | +10.8% |
| 7D | +20.8% | -12.1% | +32.9% | +18.9% |
| 30D | +20.1% | +0.9% | +19.2% | +19.5% |
| 3M | +1.6% | +10.1% | -8.5% | +1.8% |
| 6M | -15.8% | +1.1% | -17.0% | -13.8% |
| YTD | -27.7% | +63.7% | -91.4% | -25.1% |
| 1Y | -46.9% | +87.0% | -134.0% | -44.8% |
| All | -46.9% | +87.5% | -134.4% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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