+52.1%
CSX vs CPNG
-52.4%
+104.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -0.9% | -1.3% |
| 7D | -0.6% | -7.6% | +7.0% | 0.0% |
| 30D | -3.2% | -8.8% | +5.6% | -2.6% |
| 3M | +2.6% | -7.2% | +9.8% | +2.6% |
| 6M | +19.8% | -21.5% | +41.4% | +21.3% |
| YTD | +34.7% | -37.4% | +72.1% | +40.6% |
| 1Y | +52.1% | -54.3% | +106.5% | +75.9% |
| All | +52.1% | -52.4% | +104.5% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 1y: compounded portfolio wealth divided by compounded CPNG 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…
1y analysis · Full analysis span regression · 6 months rolling