-0.1%
CPNG vs S
+42.2%
-42.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.3% | +1.9% | -3.3% |
| 7D | -6.9% | +4.1% | -10.9% | -7.5% |
| 30D | +1.1% | -7.2% | +8.3% | +2.1% |
| 3M | -6.3% | 0.0% | -6.3% | -7.2% |
| 6M | -3.8% | +41.6% | -45.5% | -11.5% |
| YTD | -35.2% | +48.6% | -83.8% | -41.3% |
| 1Y | -47.0% | +30.0% | -77.0% | -50.9% |
| All | -0.1% | +42.2% | -42.3% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling