-70.2%
CPNG vs STZ
-39.7%
-30.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.0% |
| 7D | -5.4% | -4.1% | -1.3% | -4.6% |
| 30D | -11.1% | -7.6% | -3.5% | -9.7% |
| 3M | -3.0% | -12.3% | +9.3% | -0.6% |
| 6M | -23.5% | -16.3% | -7.2% | -21.1% |
| YTD | -37.8% | -8.4% | -29.5% | -37.9% |
| 1Y | -54.3% | -10.8% | -43.5% | -54.1% |
| 3Y | -20.8% | -49.0% | +28.2% | -5.4% |
| 5Y | -51.1% | -36.5% | -14.6% | -44.2% |
| All | -70.2% | -39.7% | -30.5% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling