+198.7%
B vs CPNG
-19.7%
+218.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.7% | -0.9% |
| 7D | +2.3% | -6.3% | +8.6% | +3.5% |
| 30D | +1.4% | -8.7% | +10.1% | +3.0% |
| 3M | +12.2% | -2.4% | +14.6% | +12.1% |
| 6M | -2.1% | -22.3% | +20.2% | +1.1% |
| YTD | +2.9% | -37.2% | +40.2% | +10.4% |
| 1Y | +55.3% | -53.0% | +108.3% | +75.5% |
| 3Y | +198.7% | -20.0% | +218.7% | +191.5% |
| All | +198.7% | -19.7% | +218.4% | +191.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling