+157.1%
B vs CPNG
-75.9%
+233.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.1% |
| 7D | -1.6% | -7.4% | +5.9% | -0.8% |
| 30D | +9.4% | -4.4% | +13.9% | +9.9% |
| 3M | +5.0% | -7.5% | +12.5% | +5.5% |
| 6M | -3.5% | -19.9% | +16.4% | -2.1% |
| YTD | +4.5% | -35.2% | +39.6% | +7.9% |
| 1Y | +67.8% | -46.8% | +114.6% | +75.9% |
| 3Y | +196.7% | -20.2% | +216.9% | +198.1% |
| 5Y | +151.9% | -48.4% | +200.4% | +147.3% |
| All | +157.1% | -75.9% | +233.0% | +145.4% |
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