-50.5%
CPNG vs PSX
+362.1%
-412.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +3.0% |
| 7D | -1.1% | +1.7% | -2.8% | -1.4% |
| 30D | -7.4% | +15.6% | -23.0% | -9.8% |
| 3M | -12.3% | +46.5% | -58.8% | -18.5% |
| 6M | -19.4% | +55.0% | -74.5% | -26.3% |
| YTD | -35.9% | +105.3% | -141.2% | -45.1% |
| 1Y | -53.4% | +101.6% | -155.0% | -60.0% |
| 3Y | -20.0% | +134.1% | -154.1% | -36.4% |
| All | -50.5% | +362.1% | -412.6% | -67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling