-66.8%
CPNG vs PR
+384.1%
-450.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -0.7% |
| 7D | +7.2% | -9.5% | +16.7% | +8.7% |
| 30D | +3.2% | -5.7% | +8.9% | +3.7% |
| 3M | +0.9% | +3.0% | -2.1% | -0.3% |
| 6M | -3.8% | +11.8% | -15.6% | -6.6% |
| YTD | -30.8% | +58.5% | -89.3% | -37.0% |
| 1Y | -43.5% | +69.9% | -113.4% | -49.3% |
| 3Y | +6.6% | +84.9% | -78.3% | -7.6% |
| 5Y | -45.3% | +246.4% | -291.8% | -57.9% |
| All | -66.8% | +384.1% | -450.9% | -75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling