-46.9%
CPNG vs REPL
+125.1%
-172.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.2% | +11.8% | +11.9% |
| 7D | +20.8% | +28.8% | -8.0% | +20.1% |
| 30D | +20.1% | +57.3% | -37.3% | +18.8% |
| 3M | +1.6% | +73.6% | -72.0% | +0.3% |
| 6M | -15.8% | +582.8% | -598.7% | -17.9% |
| YTD | -27.7% | +112.9% | -140.6% | -24.3% |
| 1Y | -46.9% | +130.7% | -177.6% | -46.8% |
| All | -46.9% | +125.1% | -172.1% | -46.8% |
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