+29.4%
B vs CPNG
-45.7%
+75.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +12.0% | -3.6% | +5.9% |
| 7D | +1.1% | +20.8% | -19.7% | -2.5% |
| 30D | +0.3% | +20.1% | -19.7% | -3.1% |
| 3M | +5.4% | +1.6% | +3.8% | +4.5% |
| 6M | +5.5% | -15.8% | +21.4% | +6.3% |
| YTD | -6.3% | -27.7% | +21.4% | -4.5% |
| 1Y | +29.4% | -46.9% | +76.3% | +45.6% |
| All | +29.4% | -45.7% | +75.1% | +45.6% |
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