+44.9%
C vs CPNG
-45.9%
+90.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.1% |
| 7D | +3.6% | -7.4% | +11.1% | +5.0% |
| 30D | +0.1% | -4.4% | +4.5% | +0.8% |
| 3M | +2.4% | -7.5% | +9.9% | +3.0% |
| 6M | +24.9% | -19.9% | +44.9% | +28.3% |
| YTD | +19.8% | -35.2% | +55.0% | +25.7% |
| 1Y | +44.9% | -46.8% | +91.6% | +58.0% |
| All | +44.9% | -45.9% | +90.7% | +58.0% |
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