-43.2%
CPNG vs PR
+66.2%
-109.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.6% |
| 7D | +11.7% | -12.4% | +24.1% | +9.6% |
| 30D | +3.8% | -6.6% | +10.3% | +2.3% |
| 3M | +1.2% | +7.5% | -6.3% | +0.8% |
| 6M | -3.3% | +10.8% | -14.1% | -3.0% |
| YTD | -30.4% | +57.0% | -87.4% | -28.3% |
| All | -43.2% | +66.2% | -109.4% | -40.7% |
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