-22.4%
CPNG vs PSX
+132.2%
-154.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -5.4% | +1.5% | -6.9% | -5.5% |
| 30D | -11.1% | +15.8% | -26.9% | -12.1% |
| 3M | -3.0% | +43.0% | -46.0% | -5.7% |
| 6M | -23.5% | +61.1% | -84.6% | -26.7% |
| YTD | -37.8% | +104.5% | -142.3% | -42.4% |
| 1Y | -54.3% | +102.5% | -156.9% | -57.7% |
| All | -22.4% | +132.2% | -154.6% | -33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling