-70.2%
CPNG vs Z
-79.6%
+9.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | +0.5% |
| 7D | -5.4% | -11.6% | +6.2% | -0.8% |
| 30D | -11.1% | -8.5% | -2.6% | -8.3% |
| 3M | -3.0% | -7.9% | +4.9% | -1.2% |
| 6M | -23.5% | -29.1% | +5.6% | -14.1% |
| YTD | -37.8% | -54.2% | +16.4% | -17.4% |
| 1Y | -54.3% | -63.5% | +9.2% | -33.9% |
| 3Y | -20.8% | -38.6% | +17.8% | -16.4% |
| 5Y | -51.1% | -66.0% | +14.9% | -46.7% |
| All | -70.2% | -79.6% | +9.4% | -63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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