+438.3%
ASX vs CPNG
-74.3%
+512.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.8% | +7.2% | +6.6% |
| 7D | -19.9% | +13.4% | -33.3% | -22.3% |
| 30D | -30.9% | +10.0% | -40.9% | -32.5% |
| 3M | -15.1% | -0.4% | -14.7% | -15.4% |
| 6M | -6.5% | -8.9% | +2.5% | -5.4% |
| YTD | +98.4% | -30.9% | +129.4% | +111.6% |
| 1Y | +107.9% | -43.8% | +151.7% | +132.8% |
| 3Y | +325.3% | -2.5% | +327.7% | +312.9% |
| 5Y | +447.3% | -45.6% | +492.9% | +433.8% |
| All | +438.3% | -74.3% | +512.7% | +439.1% |
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