-69.9%
CPNG vs ROK
+77.4%
-147.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.1% | -2.7% |
| 7D | -6.3% | +2.8% | -9.0% | -7.4% |
| 30D | -8.7% | -2.4% | -6.3% | -7.8% |
| 3M | -2.4% | -4.7% | +2.3% | -1.1% |
| 6M | -22.3% | +16.8% | -39.1% | -29.0% |
| YTD | -37.2% | +11.4% | -48.6% | -41.3% |
| 1Y | -53.0% | +26.2% | -79.2% | -58.7% |
| 3Y | -20.0% | +51.9% | -71.9% | -38.6% |
| 5Y | -52.8% | +46.4% | -99.1% | -69.6% |
| All | -69.9% | +77.4% | -147.3% | -80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling