-53.5%
CPNG vs Q
+78.4%
-131.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.7% |
| 7D | -7.6% | +6.6% | -14.2% | -8.7% |
| 30D | -8.8% | -6.6% | -2.3% | -7.9% |
| 3M | -7.2% | -13.2% | +6.0% | -7.2% |
| 6M | -21.5% | +9.9% | -31.5% | -27.8% |
| YTD | -37.4% | +53.9% | -91.4% | -48.2% |
| All | -53.5% | +78.4% | -131.9% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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