-69.9%
CPNG vs RF
+75.6%
-145.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -2.0% | -2.7% |
| 7D | -6.3% | +2.7% | -8.9% | -7.2% |
| 30D | -8.7% | -3.4% | -5.4% | -7.7% |
| 3M | -2.4% | +6.4% | -8.8% | -5.0% |
| 6M | -22.3% | +13.4% | -35.7% | -26.3% |
| YTD | -37.2% | +14.2% | -51.5% | -40.9% |
| 1Y | -53.0% | +15.7% | -68.7% | -56.1% |
| 3Y | -20.0% | +91.3% | -111.4% | -41.8% |
| 5Y | -52.8% | +89.8% | -142.5% | -63.1% |
| All | -69.9% | +75.6% | -145.6% | -76.7% |
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