-53.0%
CPNG vs PR
+433.6%
-486.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.1% |
| 7D | -7.4% | +2.9% | -10.4% | -8.0% |
| 30D | -4.4% | +18.0% | -22.5% | -7.6% |
| 3M | -7.5% | +16.9% | -24.4% | -10.8% |
| 6M | -19.9% | +28.2% | -48.2% | -24.5% |
| YTD | -35.2% | +69.3% | -104.5% | -42.5% |
| 1Y | -46.8% | +69.5% | -116.3% | -53.0% |
| 3Y | -20.2% | +81.7% | -101.8% | -32.4% |
| All | -53.0% | +433.6% | -486.6% | -67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling