-21.6%
CPNG vs STZ
-50.2%
+28.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.6% | +2.5% | -2.5% |
| 7D | -6.3% | -7.4% | +1.1% | -5.5% |
| 30D | -8.7% | -10.9% | +2.1% | -7.7% |
| 3M | -2.4% | -13.4% | +11.0% | -1.2% |
| 6M | -22.3% | -16.2% | -6.1% | -21.1% |
| YTD | -37.2% | -10.4% | -26.8% | -37.3% |
| 1Y | -53.0% | -14.8% | -38.2% | -52.5% |
| All | -21.6% | -50.2% | +28.5% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling