-69.0%
CPNG vs REPL
-54.6%
-14.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.4% |
| 7D | -7.4% | -3.0% | -4.5% | -7.3% |
| 30D | -4.4% | +27.1% | -31.6% | -5.5% |
| 3M | -7.5% | +52.4% | -59.9% | -10.8% |
| 6M | -19.9% | +107.4% | -127.4% | -27.0% |
| YTD | -35.2% | +54.7% | -89.9% | -40.0% |
| 1Y | -46.8% | +158.9% | -205.6% | -53.5% |
| 3Y | -20.2% | -23.7% | +3.6% | -30.3% |
| 5Y | -48.4% | -54.3% | +5.9% | -57.8% |
| All | -69.0% | -54.6% | -14.3% | -75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling