+195.3%
B vs CPNG
+5.8%
+189.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +4.1% |
| 7D | +11.3% | +11.7% | -0.4% | +8.9% |
| 30D | +2.9% | +3.8% | -0.8% | +2.1% |
| 3M | -2.9% | +1.2% | -4.0% | -3.4% |
| 6M | -1.2% | -3.3% | +2.1% | -1.6% |
| YTD | -1.3% | -30.4% | +29.1% | +3.5% |
| 1Y | +30.4% | -43.1% | +73.6% | +41.9% |
| 3Y | +195.3% | +8.2% | +187.0% | +169.9% |
| All | +195.3% | +5.8% | +189.5% | +169.9% |
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