-17.4%
CPNG vs PR
+82.3%
-99.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.2% |
| 7D | -7.4% | +2.9% | -10.4% | -7.9% |
| 30D | -4.4% | +18.0% | -22.5% | -7.1% |
| 3M | -7.5% | +16.9% | -24.4% | -10.1% |
| 6M | -19.9% | +28.2% | -48.2% | -23.8% |
| YTD | -35.2% | +69.3% | -104.5% | -41.8% |
| 1Y | -46.8% | +69.5% | -116.3% | -52.4% |
| All | -17.4% | +82.3% | -99.8% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling