-69.9%
CPNG vs PSX
+258.9%
-328.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.7% | -3.4% |
| 7D | -6.3% | +2.8% | -9.1% | -6.7% |
| 30D | -8.7% | +27.8% | -36.5% | -12.5% |
| 3M | -2.4% | +42.0% | -44.5% | -8.4% |
| 6M | -22.3% | +58.1% | -80.5% | -28.7% |
| YTD | -37.2% | +105.0% | -142.2% | -45.5% |
| 1Y | -53.0% | +104.9% | -157.9% | -59.3% |
| 3Y | -20.0% | +134.1% | -154.1% | -34.9% |
| 5Y | -52.8% | +363.8% | -416.6% | -66.1% |
| All | -69.9% | +258.9% | -328.9% | -79.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling