+538.4%
ASX vs CPNG
-75.9%
+614.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.5% |
| 7D | -0.7% | -7.4% | +6.7% | +1.1% |
| 30D | +2.0% | -4.4% | +6.4% | +2.9% |
| 3M | -1.3% | -7.5% | +6.2% | -0.1% |
| 6M | +71.4% | -19.9% | +91.4% | +78.0% |
| YTD | +135.3% | -35.2% | +170.5% | +155.4% |
| 1Y | +267.5% | -46.8% | +314.3% | +317.6% |
| 3Y | +388.5% | -20.2% | +408.6% | +396.5% |
| 5Y | +417.1% | -48.4% | +465.5% | +411.5% |
| All | +538.4% | -75.9% | +614.3% | +550.5% |
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