-46.8%
CPNG vs ROP
-21.5%
-25.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.1% | -0.6% |
| 7D | -7.4% | -4.4% | -3.0% | -6.5% |
| 30D | -4.4% | +3.2% | -7.7% | -5.1% |
| 3M | -7.5% | +23.1% | -30.6% | -13.2% |
| 6M | -19.9% | +13.3% | -33.3% | -22.8% |
| YTD | -35.2% | -7.9% | -27.3% | -37.2% |
| 1Y | -46.8% | -22.1% | -24.7% | -45.8% |
| All | -46.8% | -21.5% | -25.3% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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