-46.0%
CPNG vs RF
+42.5%
-88.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | +13.4% | -0.9% | +14.3% | +13.9% |
| 30D | +10.0% | +6.0% | +4.0% | +7.4% |
| 3M | -0.4% | -8.9% | +8.5% | +3.4% |
| 6M | -8.9% | +2.3% | -11.3% | -10.3% |
| YTD | -30.9% | +7.6% | -38.5% | -33.8% |
| 1Y | -43.8% | +21.2% | -65.0% | -49.0% |
| 3Y | -2.5% | +108.5% | -111.0% | -36.1% |
| All | -46.0% | +42.5% | -88.6% | -57.7% |
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 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