-21.6%
CPNG vs S
+13.6%
-35.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.9% | -2.7% |
| 7D | -6.3% | -5.8% | -0.4% | -5.3% |
| 30D | -8.7% | -9.2% | +0.5% | -7.6% |
| 3M | -2.4% | +23.4% | -25.8% | -7.4% |
| 6M | -22.3% | +36.9% | -59.3% | -28.4% |
| YTD | -37.2% | +29.5% | -66.8% | -41.6% |
| 1Y | -53.0% | +5.4% | -58.4% | -54.7% |
| All | -21.6% | +13.6% | -35.2% | -30.3% |
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