-21.9%
CPNG vs Z
-37.2%
+15.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.2% |
| 7D | -7.6% | -7.1% | -0.5% | -5.9% |
| 30D | -8.8% | -4.8% | -4.1% | -7.8% |
| 3M | -7.2% | -9.3% | +2.1% | -5.6% |
| 6M | -21.5% | -29.0% | +7.4% | -15.5% |
| YTD | -37.4% | -52.9% | +15.5% | -25.5% |
| 1Y | -54.3% | -63.1% | +8.8% | -42.3% |
| All | -21.9% | -37.2% | +15.3% | -16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling