-67.5%
CPNG vs ROIV
+321.0%
-388.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.4% |
| 7D | -6.2% | +9.5% | -15.7% | -7.9% |
| 30D | +4.6% | +21.0% | -16.3% | +0.9% |
| 3M | -3.1% | +18.7% | -21.8% | -6.9% |
| 6M | -0.9% | +44.5% | -45.4% | -8.4% |
| YTD | -32.2% | +92.9% | -125.1% | -41.0% |
| 1Y | -44.2% | +100.2% | -144.4% | -51.8% |
| 3Y | +4.4% | +375.0% | -370.7% | -24.2% |
| 5Y | -45.2% | +435.2% | -480.4% | -68.6% |
| All | -67.5% | +321.0% | -388.6% | -81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling