-54.3%
CPNG vs ROP
-24.5%
-29.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.5% |
| 7D | -5.4% | -8.0% | +2.6% | -3.7% |
| 30D | -11.1% | -2.7% | -8.4% | -10.6% |
| 3M | -3.0% | +16.6% | -19.6% | -7.6% |
| 6M | -23.5% | +10.4% | -33.9% | -25.8% |
| YTD | -37.8% | -12.1% | -25.7% | -39.8% |
| 1Y | -54.3% | -23.6% | -30.7% | -55.2% |
| All | -54.3% | -24.5% | -29.8% | -55.2% |
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