-66.7%
CPNG vs RF
+69.0%
-135.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | 0.0% |
| 7D | +11.7% | -0.1% | +11.8% | +11.8% |
| 30D | +3.8% | +7.0% | -3.2% | +1.3% |
| 3M | +1.2% | -7.0% | +8.2% | +3.8% |
| 6M | -3.3% | +6.8% | -10.1% | -6.1% |
| YTD | -30.4% | +9.9% | -40.3% | -33.5% |
| 1Y | -43.1% | +21.1% | -64.3% | -47.8% |
| 3Y | +8.2% | +119.6% | -111.4% | -25.9% |
| 5Y | -44.7% | +46.2% | -90.9% | -56.2% |
| All | -66.7% | +69.0% | -135.6% | -73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling