-46.8%
CPNG vs REPL
+144.6%
-191.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +4.0% |
| 3M | -6.8% | +44.1% | -50.9% | -7.6% |
| 6M | -4.8% | +313.0% | -317.8% | -7.9% |
| YTD | -35.6% | +125.2% | -160.8% | -32.6% |
| 1Y | -46.8% | +143.8% | -190.5% | -46.3% |
| All | -46.8% | +144.6% | -191.3% | -46.3% |
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