-69.9%
CPNG vs PSKY
-85.2%
+15.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.6% | -3.0% |
| 7D | -6.3% | +2.4% | -8.6% | -6.7% |
| 30D | -8.7% | +17.5% | -26.3% | -11.7% |
| 3M | -2.4% | +4.4% | -6.9% | -3.5% |
| 6M | -22.3% | -9.0% | -13.3% | -21.5% |
| YTD | -37.2% | -18.6% | -18.6% | -35.4% |
| 1Y | -53.0% | -27.7% | -25.3% | -51.1% |
| 3Y | -20.0% | -16.9% | -3.2% | -25.2% |
| 5Y | -52.8% | -70.3% | +17.5% | -44.6% |
| All | -69.9% | -85.2% | +15.3% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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