-52.8%
CPNG vs ROIV
+316.9%
-369.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +18.8% | -21.9% | -6.6% |
| 7D | -6.3% | +20.2% | -26.4% | -9.8% |
| 30D | -8.7% | +14.1% | -22.9% | -11.5% |
| 3M | -2.4% | +45.6% | -48.0% | -9.7% |
| 6M | -22.3% | +44.1% | -66.5% | -28.2% |
| YTD | -37.2% | +91.2% | -128.4% | -45.2% |
| 1Y | -53.0% | +221.3% | -274.3% | -62.9% |
| 3Y | -20.0% | +229.2% | -249.2% | -38.6% |
| 5Y | -52.8% | +316.5% | -369.2% | -73.8% |
| All | -52.8% | +316.9% | -369.6% | -73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling