-42.5%
CPNG vs STZ
-29.2%
-13.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.7% | -4.5% |
| 7D | -6.9% | 0.0% | -6.9% | -6.9% |
| 30D | +1.1% | +14.7% | -13.6% | -2.0% |
| 3M | -6.3% | +8.8% | -15.1% | -8.3% |
| 6M | -3.8% | +3.1% | -6.9% | -5.2% |
| YTD | -35.2% | +7.9% | -43.1% | -37.7% |
| 1Y | -47.0% | +14.2% | -61.1% | -50.1% |
| 3Y | -0.2% | -35.2% | +35.0% | +12.4% |
| 5Y | -42.5% | -29.6% | -12.9% | -33.5% |
| All | -42.5% | -29.2% | -13.3% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling