-46.9%
CPNG vs PSX
+97.5%
-144.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -4.5% | +16.5% | +11.0% |
| 7D | +20.8% | -5.2% | +26.0% | +19.7% |
| 30D | +20.1% | -3.7% | +23.8% | +19.1% |
| 3M | +1.6% | +26.8% | -25.2% | +4.4% |
| 6M | -15.8% | +47.3% | -63.2% | -11.4% |
| YTD | -27.7% | +105.4% | -133.1% | -20.8% |
| 1Y | -46.9% | +96.9% | -143.9% | -40.8% |
| All | -46.9% | +97.5% | -144.4% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 1y: compounded portfolio wealth divided by compounded PSX 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…
1y analysis · Full analysis span regression · 6 months rolling