-2.5%
CPNG vs PR
+64.2%
-66.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.0% |
| 7D | +13.4% | -16.4% | +29.8% | +15.7% |
| 30D | +10.0% | -1.9% | +11.9% | +9.6% |
| 3M | -0.4% | +8.0% | -8.3% | -2.5% |
| 6M | -8.9% | +4.1% | -13.0% | -10.4% |
| YTD | -30.9% | +58.7% | -89.6% | -38.0% |
| 1Y | -43.8% | +75.8% | -119.7% | -50.8% |
| 3Y | -2.5% | +73.2% | -75.6% | -20.8% |
| All | -2.5% | +64.2% | -66.7% | -20.8% |
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 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