-2.5%
CPNG vs RF
+104.8%
-107.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +13.4% | -0.9% | +14.3% | +13.7% |
| 30D | +10.0% | +6.0% | +4.0% | +8.5% |
| 3M | -0.4% | -8.9% | +8.5% | +1.8% |
| 6M | -8.9% | +2.3% | -11.3% | -9.8% |
| YTD | -30.9% | +7.6% | -38.5% | -32.8% |
| 1Y | -43.8% | +21.2% | -65.0% | -47.0% |
| 3Y | -2.5% | +108.5% | -111.0% | -27.2% |
| All | -2.5% | +104.8% | -107.3% | -27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling