-46.8%
CPNG vs PSX
+101.0%
-147.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -7.4% | +4.5% | -12.0% | -7.0% |
| 30D | -4.4% | +26.6% | -31.0% | -2.1% |
| 3M | -7.5% | +39.3% | -46.8% | -3.8% |
| 6M | -19.9% | +56.8% | -76.8% | -15.9% |
| YTD | -35.2% | +101.8% | -137.0% | -31.0% |
| 1Y | -46.8% | +99.6% | -146.4% | -43.0% |
| All | -46.8% | +101.0% | -147.8% | -43.0% |
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