-69.9%
CPNG vs RUN
-84.1%
+14.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.7% | -6.9% | -3.8% |
| 7D | -6.3% | +10.2% | -16.4% | -7.9% |
| 30D | -8.7% | -9.6% | +0.9% | -7.2% |
| 3M | -2.4% | -31.5% | +29.1% | +3.3% |
| 6M | -22.3% | -18.7% | -3.6% | -20.6% |
| YTD | -37.2% | -49.9% | +12.7% | -31.8% |
| 1Y | -53.0% | -45.5% | -7.5% | -50.5% |
| 3Y | -20.0% | -34.1% | +14.1% | -35.7% |
| 5Y | -52.8% | -79.4% | +26.7% | -55.5% |
| All | -69.9% | -84.1% | +14.2% | -70.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling