-66.7%
CPNG vs PR
+379.6%
-446.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | +11.7% | -12.4% | +24.1% | +13.8% |
| 30D | +3.8% | -6.6% | +10.3% | +4.5% |
| 3M | +1.2% | +7.5% | -6.3% | -0.7% |
| 6M | -3.3% | +10.8% | -14.1% | -6.0% |
| YTD | -30.4% | +57.0% | -87.4% | -36.5% |
| 1Y | -43.1% | +67.9% | -111.1% | -48.8% |
| 3Y | +8.2% | +87.6% | -79.3% | -6.4% |
| 5Y | -44.7% | +220.4% | -265.1% | -57.3% |
| All | -66.7% | +379.6% | -446.3% | -75.1% |
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