-69.2%
CPNG vs REPL
-33.9%
-35.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.6% |
| 7D | -6.8% | +1.2% | -8.0% | -6.8% |
| 30D | +5.5% | +92.2% | -86.7% | +2.4% |
| 3M | -6.8% | +44.1% | -50.9% | -8.4% |
| 6M | -4.8% | +313.0% | -317.8% | -13.4% |
| YTD | -35.6% | +125.2% | -160.8% | -41.5% |
| 1Y | -46.8% | +143.8% | -190.5% | -51.8% |
| 3Y | -0.8% | +104.2% | -105.0% | -27.2% |
| 5Y | -42.9% | -34.5% | -8.3% | -53.8% |
| All | -69.2% | -33.9% | -35.2% | -75.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling