-46.9%
CPNG vs S
+36.5%
-83.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.6% | +10.3% | +11.7% |
| 7D | +20.8% | -8.2% | +29.0% | +22.1% |
| 30D | +20.1% | -7.6% | +27.7% | +21.1% |
| 3M | +1.6% | +12.0% | -10.4% | -0.9% |
| 6M | -15.8% | +50.6% | -66.4% | -23.7% |
| YTD | -27.7% | +56.6% | -84.3% | -36.0% |
| 1Y | -46.9% | +39.2% | -86.2% | -52.8% |
| All | -46.9% | +36.5% | -83.4% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling