+6.6%
CPNG vs REPL
+100.5%
-93.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.6% | -5.1% | -0.6% |
| 7D | +7.2% | +12.7% | -5.5% | +7.0% |
| 30D | +3.2% | +73.5% | -70.2% | +2.2% |
| 3M | +0.9% | +70.3% | -69.4% | -0.1% |
| 6M | -3.8% | +472.0% | -475.8% | -7.1% |
| YTD | -30.8% | +139.5% | -170.3% | -32.8% |
| 1Y | -43.5% | +167.3% | -210.8% | -45.3% |
| 3Y | +6.6% | +109.5% | -102.9% | -1.5% |
| All | +6.6% | +100.5% | -93.9% | -1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling