+124.4%
B vs CPNG
-74.8%
+199.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.4% |
| 7D | -2.7% | -6.2% | +3.6% | -2.0% |
| 30D | -4.3% | +4.6% | -9.0% | -4.8% |
| 3M | -2.3% | -3.1% | +0.8% | -2.1% |
| 6M | -16.2% | -0.9% | -15.4% | -16.4% |
| YTD | -8.8% | -32.2% | +23.4% | -6.3% |
| 1Y | +11.4% | -44.2% | +55.5% | +16.3% |
| 3Y | +174.3% | +4.4% | +169.9% | +170.8% |
| 5Y | +116.2% | -45.2% | +161.4% | +111.1% |
| All | +124.4% | -74.8% | +199.2% | +113.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling