-69.3%
CPNG vs ROST
+101.3%
-170.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.3% | +0.7% | +1.9% |
| 7D | -1.1% | +0.2% | -1.3% | -1.2% |
| 30D | -7.4% | -6.9% | -0.5% | -4.2% |
| 3M | -12.3% | -3.3% | -9.0% | -11.5% |
| 6M | -19.4% | +9.0% | -28.5% | -23.5% |
| YTD | -35.9% | +28.9% | -64.8% | -44.2% |
| 1Y | -53.4% | +54.0% | -107.4% | -63.2% |
| 3Y | -20.0% | +100.7% | -120.7% | -47.2% |
| 5Y | -49.6% | +116.0% | -165.6% | -71.9% |
| All | -69.3% | +101.3% | -170.6% | -82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 10y: compounded portfolio wealth divided by compounded ROST 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…
10y analysis · Full analysis span regression · 6 months rolling