-51.1%
CPNG vs ROST
+107.5%
-158.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | -5.4% | -2.5% | -2.9% | -4.2% |
| 30D | -11.1% | -10.3% | -0.8% | -6.0% |
| 3M | -3.0% | -2.6% | -0.4% | -2.2% |
| 6M | -23.5% | +6.5% | -30.0% | -26.8% |
| YTD | -37.8% | +25.9% | -63.7% | -45.9% |
| 1Y | -54.3% | +52.3% | -106.7% | -64.5% |
| 3Y | -20.8% | +94.6% | -115.3% | -49.1% |
| 5Y | -51.1% | +111.1% | -162.2% | -74.3% |
| All | -51.1% | +107.5% | -158.6% | -74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling