-69.3%
CPNG vs REGN
+68.2%
-137.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +3.3% |
| 7D | -1.1% | -5.6% | +4.5% | -0.1% |
| 30D | -7.4% | -2.0% | -5.4% | -7.0% |
| 3M | -12.3% | +28.0% | -40.3% | -16.2% |
| 6M | -19.4% | +1.2% | -20.6% | -19.9% |
| YTD | -35.9% | +1.6% | -37.5% | -36.4% |
| 1Y | -53.4% | +38.2% | -91.6% | -56.6% |
| 3Y | -20.0% | -5.4% | -14.6% | -20.0% |
| 5Y | -49.6% | +21.3% | -70.8% | -55.1% |
| All | -69.3% | +68.2% | -137.5% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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