+47.6%
ON vs CPNG
-45.7%
+93.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +12.0% | -13.8% | -3.1% |
| 7D | -5.8% | +20.8% | -26.6% | -7.8% |
| 30D | -17.1% | +20.1% | -37.2% | -18.8% |
| 3M | -11.8% | +1.6% | -13.4% | -12.1% |
| 6M | -30.2% | -15.8% | -14.3% | -29.8% |
| YTD | +31.6% | -27.7% | +59.3% | +35.1% |
| 1Y | +47.6% | -46.9% | +94.5% | +63.3% |
| All | +47.6% | -45.7% | +93.3% | +63.3% |
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