-51.2%
CPNG vs S
-71.9%
+20.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -7.6% | -1.2% | -6.4% | -7.2% |
| 30D | -8.8% | -12.6% | +3.7% | -5.8% |
| 3M | -7.2% | +27.6% | -34.8% | -15.5% |
| 6M | -21.5% | +35.5% | -57.0% | -30.7% |
| YTD | -37.4% | +29.6% | -67.0% | -44.2% |
| 1Y | -54.3% | +8.1% | -62.5% | -57.3% |
| 3Y | -20.3% | +14.8% | -35.1% | -33.7% |
| 5Y | -51.2% | -70.6% | +19.4% | -49.7% |
| All | -51.2% | -71.9% | +20.7% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling