-69.0%
CPNG vs PR
+407.5%
-476.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.0% | -6.4% | -4.7% |
| 7D | -6.9% | +6.7% | -13.6% | -7.8% |
| 30D | +1.1% | -6.1% | +7.3% | +1.8% |
| 3M | -6.3% | +6.9% | -13.2% | -7.9% |
| 6M | -3.8% | +14.6% | -18.4% | -7.0% |
| YTD | -35.2% | +66.1% | -101.3% | -41.4% |
| 1Y | -47.0% | +77.0% | -124.0% | -52.6% |
| 3Y | -0.2% | +93.8% | -94.0% | -14.1% |
| 5Y | -42.5% | +268.2% | -310.7% | -56.1% |
| All | -69.0% | +407.5% | -476.4% | -77.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling