-66.8%
CPNG vs RF
+67.6%
-134.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.3% |
| 7D | +7.2% | +0.3% | +6.9% | +7.2% |
| 30D | +3.2% | +6.2% | -3.0% | +1.0% |
| 3M | +0.9% | -7.8% | +8.7% | +3.8% |
| 6M | -3.8% | +5.9% | -9.8% | -6.3% |
| YTD | -30.8% | +9.0% | -39.8% | -33.7% |
| 1Y | -43.5% | +19.3% | -62.8% | -47.8% |
| 3Y | +6.6% | +116.4% | -109.8% | -26.6% |
| 5Y | -45.3% | +46.0% | -91.4% | -56.5% |
| All | -66.8% | +67.6% | -134.5% | -73.9% |
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