+68.6%
EWZ vs CPNG
-75.9%
+144.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | +6.5% | -7.4% | +13.9% | +7.4% |
| 30D | +4.8% | -4.4% | +9.3% | +5.3% |
| 3M | +9.9% | -7.5% | +17.4% | +10.4% |
| 6M | +1.9% | -19.9% | +21.9% | +3.8% |
| YTD | +20.3% | -35.2% | +55.5% | +25.1% |
| 1Y | +35.6% | -46.8% | +82.4% | +43.8% |
| 3Y | +43.4% | -20.2% | +63.6% | +43.9% |
| 5Y | +55.9% | -48.4% | +104.4% | +55.9% |
| All | +68.6% | -75.9% | +144.5% | +71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling