-3.8%
CPNG vs S
+39.7%
-43.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.3% | +1.9% | -3.9% |
| 7D | -6.9% | +4.1% | -10.9% | -7.0% |
| 30D | +1.1% | -7.2% | +8.3% | +1.5% |
| 3M | -6.3% | 0.0% | -6.3% | -5.7% |
| 6M | -3.8% | +41.6% | -45.5% | -5.5% |
| All | -3.8% | +39.7% | -43.5% | -5.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling