-67.5%
CPNG vs RF
+67.3%
-134.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -6.2% | -1.3% | -4.9% | -5.7% |
| 30D | +4.6% | +4.6% | 0.0% | +3.0% |
| 3M | -3.1% | -8.4% | +5.4% | 0.0% |
| 6M | -0.9% | +8.9% | -9.7% | -4.5% |
| YTD | -32.2% | +8.8% | -41.0% | -35.0% |
| 1Y | -44.2% | +18.9% | -63.1% | -48.4% |
| 3Y | +4.4% | +116.0% | -111.6% | -28.0% |
| 5Y | -45.2% | +46.0% | -91.3% | -56.4% |
| All | -67.5% | +67.3% | -134.8% | -74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling