-46.8%
CPNG vs REPL
+161.1%
-207.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.4% |
| 7D | -7.4% | -3.0% | -4.5% | -7.4% |
| 30D | -4.4% | +27.1% | -31.6% | -4.9% |
| 3M | -7.5% | +52.4% | -59.9% | -8.9% |
| 6M | -19.9% | +107.4% | -127.4% | -21.8% |
| YTD | -35.2% | +54.7% | -89.9% | -36.3% |
| 1Y | -46.8% | +158.9% | -205.6% | -48.3% |
| All | -46.8% | +161.1% | -207.9% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling