-51.1%
CPNG vs ROK
+44.8%
-95.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.1% |
| 7D | -5.4% | -1.6% | -3.8% | -4.7% |
| 30D | -11.1% | -5.4% | -5.6% | -8.8% |
| 3M | -3.0% | -4.0% | +1.0% | -2.1% |
| 6M | -23.5% | +13.3% | -36.9% | -29.4% |
| YTD | -37.8% | +9.3% | -47.2% | -41.6% |
| 1Y | -54.3% | +25.8% | -80.1% | -60.2% |
| 3Y | -20.8% | +49.1% | -69.9% | -39.9% |
| 5Y | -51.1% | +45.9% | -96.9% | -68.8% |
| All | -51.1% | +44.8% | -95.8% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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