-51.2%
CPNG vs STZ
-38.0%
-13.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -7.6% | -6.0% | -1.5% | -6.3% |
| 30D | -8.8% | -8.9% | 0.0% | -7.0% |
| 3M | -7.2% | -12.6% | +5.3% | -4.8% |
| 6M | -21.5% | -17.2% | -4.3% | -18.7% |
| YTD | -37.4% | -10.0% | -27.4% | -37.2% |
| 1Y | -54.3% | -14.3% | -40.0% | -53.6% |
| 3Y | -20.3% | -49.9% | +29.6% | -2.7% |
| 5Y | -51.2% | -38.2% | -13.0% | -46.0% |
| All | -51.2% | -38.0% | -13.2% | -46.0% |
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