+104.7%
C vs CPNG
-76.1%
+180.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.1% |
| 7D | +4.2% | -6.8% | +10.9% | +5.3% |
| 30D | +2.0% | +5.5% | -3.5% | +1.0% |
| 3M | -10.1% | -6.8% | -3.4% | -9.4% |
| 6M | +1.0% | -4.8% | +5.8% | +0.9% |
| YTD | +8.5% | -35.6% | +44.1% | +14.2% |
| 1Y | +25.7% | -46.8% | +72.5% | +36.0% |
| 3Y | +216.0% | -0.8% | +216.8% | +209.0% |
| 5Y | +112.3% | -42.9% | +155.2% | +105.2% |
| All | +104.7% | -76.1% | +180.7% | +97.9% |
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 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