-53.0%
CPNG vs PR
+74.4%
-127.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.4% | -3.1% |
| 7D | -6.3% | -0.6% | -5.7% | -6.3% |
| 30D | -8.7% | +17.4% | -26.1% | -7.8% |
| 3M | -2.4% | +21.8% | -24.2% | -0.9% |
| 6M | -22.3% | +27.6% | -49.9% | -20.1% |
| YTD | -37.2% | +71.4% | -108.7% | -34.1% |
| 1Y | -53.0% | +78.3% | -131.3% | -50.8% |
| All | -53.0% | +74.4% | -127.4% | -50.8% |
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