-42.5%
CPNG vs S
-70.0%
+27.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.3% | +1.9% | -2.4% |
| 7D | -6.9% | +4.1% | -10.9% | -8.1% |
| 30D | +1.1% | -7.2% | +8.3% | +2.9% |
| 3M | -6.3% | 0.0% | -6.3% | -8.3% |
| 6M | -3.8% | +41.6% | -45.5% | -17.2% |
| YTD | -35.2% | +48.6% | -83.8% | -45.7% |
| 1Y | -47.0% | +30.0% | -77.0% | -53.8% |
| 3Y | -0.2% | +42.2% | -42.4% | -24.8% |
| 5Y | -42.5% | -70.8% | +28.3% | -36.4% |
| All | -42.5% | -70.0% | +27.6% | -36.4% |
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