-46.9%
CPNG vs ROIV
+97.8%
-144.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +6.1% | +5.9% | +10.7% |
| 7D | +20.8% | +3.0% | +17.8% | +20.1% |
| 30D | +20.1% | +6.8% | +13.2% | +18.5% |
| 3M | +1.6% | +10.5% | -8.9% | -1.4% |
| 6M | -15.8% | +34.8% | -50.6% | -22.9% |
| YTD | -27.7% | +76.2% | -103.9% | -38.7% |
| 1Y | -46.9% | +92.4% | -139.3% | -56.0% |
| All | -46.9% | +97.8% | -144.8% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 1y: compounded portfolio wealth divided by compounded ROIV 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…
1y analysis · Full analysis span regression · 6 months rolling