-69.3%
CPNG vs RUN
-85.2%
+15.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.2% |
| 7D | -1.1% | -3.7% | +2.6% | -0.5% |
| 30D | -7.4% | -13.0% | +5.7% | -5.2% |
| 3M | -12.3% | -31.8% | +19.4% | -7.1% |
| 6M | -19.4% | -32.2% | +12.8% | -15.0% |
| YTD | -35.9% | -53.5% | +17.6% | -29.5% |
| 1Y | -53.4% | -46.5% | -6.9% | -50.7% |
| 3Y | -20.0% | -37.6% | +17.6% | -35.2% |
| 5Y | -49.6% | -80.9% | +31.3% | -51.9% |
| All | -69.3% | -85.2% | +15.9% | -69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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