-66.8%
CPNG vs REPL
-29.8%
-37.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.6% | -5.1% | -0.7% |
| 7D | +7.2% | +12.7% | -5.5% | +6.6% |
| 30D | +3.2% | +73.5% | -70.2% | +0.6% |
| 3M | +0.9% | +70.3% | -69.4% | -1.7% |
| 6M | -3.8% | +472.0% | -475.8% | -13.9% |
| YTD | -30.8% | +139.5% | -170.3% | -37.3% |
| 1Y | -43.5% | +167.3% | -210.8% | -49.2% |
| 3Y | +6.6% | +109.5% | -102.9% | -21.3% |
| 5Y | -45.3% | -29.9% | -15.4% | -56.0% |
| All | -66.8% | -29.8% | -37.1% | -73.9% |
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