-52.8%
CPNG vs REPL
-53.9%
+1.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -3.1% |
| 7D | -6.3% | -5.7% | -0.5% | -6.0% |
| 30D | -8.7% | +22.5% | -31.2% | -9.6% |
| 3M | -2.4% | +64.7% | -67.1% | -6.1% |
| 6M | -22.3% | +83.0% | -105.4% | -28.3% |
| YTD | -37.2% | +52.0% | -89.2% | -41.6% |
| 1Y | -53.0% | +144.5% | -197.5% | -58.5% |
| 3Y | -20.0% | -25.1% | +5.0% | -28.5% |
| 5Y | -52.8% | -52.9% | +0.1% | -63.3% |
| All | -52.8% | -53.9% | +1.1% | -63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling