-63.4%
CPNG vs S
-56.8%
-6.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -7.4% | -7.7% | +0.3% | -5.4% |
| 30D | -4.4% | -5.3% | +0.9% | -3.8% |
| 3M | -7.5% | +20.3% | -27.8% | -13.7% |
| 6M | -19.9% | +47.4% | -67.3% | -30.6% |
| YTD | -35.2% | +32.5% | -67.7% | -42.2% |
| 1Y | -46.8% | +9.5% | -56.3% | -50.2% |
| 3Y | -20.2% | +15.5% | -35.7% | -32.6% |
| 5Y | -48.4% | -71.2% | +22.8% | -48.7% |
| All | -63.4% | -56.8% | -6.7% | -61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling