-69.9%
CPNG vs ROST
+100.1%
-170.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.9% |
| 7D | -6.3% | +0.2% | -6.5% | -6.4% |
| 30D | -8.7% | -10.0% | +1.2% | -4.1% |
| 3M | -2.4% | +1.2% | -3.7% | -3.6% |
| 6M | -22.3% | +8.9% | -31.3% | -26.2% |
| YTD | -37.2% | +28.1% | -65.3% | -45.2% |
| 1Y | -53.0% | +53.0% | -105.9% | -62.7% |
| 3Y | -20.0% | +97.9% | -117.9% | -46.8% |
| 5Y | -52.8% | +112.0% | -164.7% | -73.6% |
| All | -69.9% | +100.1% | -170.0% | -82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling