-53.0%
CPNG vs RF
+89.8%
-142.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | -7.4% | +1.3% | -8.8% | -8.0% |
| 30D | -4.4% | -3.6% | -0.8% | -3.1% |
| 3M | -7.5% | +8.1% | -15.6% | -10.8% |
| 6M | -19.9% | +11.5% | -31.4% | -24.0% |
| YTD | -35.2% | +15.6% | -50.8% | -39.7% |
| 1Y | -46.8% | +15.7% | -62.5% | -50.7% |
| 3Y | -20.2% | +86.9% | -107.0% | -43.8% |
| All | -53.0% | +89.8% | -142.8% | -67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling