-69.0%
CPNG vs Z
-77.5%
+8.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.6% |
| 7D | -7.4% | -3.0% | -4.4% | -6.4% |
| 30D | -4.4% | -4.2% | -0.3% | -3.3% |
| 3M | -7.5% | -3.7% | -3.8% | -7.2% |
| 6M | -19.9% | -24.5% | +4.6% | -12.3% |
| YTD | -35.2% | -49.3% | +14.1% | -17.3% |
| 1Y | -46.8% | -58.7% | +11.9% | -26.8% |
| 3Y | -20.2% | -34.1% | +14.0% | -17.7% |
| 5Y | -48.4% | -64.5% | +16.1% | -44.8% |
| All | -69.0% | -77.5% | +8.5% | -63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling