+55.3%
ON vs CPNG
-52.8%
+108.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.1% | +5.4% | +8.1% |
| 7D | +2.4% | -1.1% | +3.5% | +2.5% |
| 30D | -8.6% | -7.4% | -1.3% | -7.8% |
| 3M | -34.3% | -12.3% | -22.0% | -33.7% |
| 6M | +28.5% | -19.4% | +48.0% | +29.9% |
| YTD | +40.6% | -35.9% | +76.5% | +50.3% |
| 1Y | +55.3% | -53.4% | +108.7% | +87.0% |
| All | +55.3% | -52.8% | +108.1% | +87.0% |
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