+126.2%
C vs CPNG
-76.8%
+202.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | +2.6% | -7.6% | +10.2% | +3.8% |
| 30D | +1.9% | -8.8% | +10.7% | +3.2% |
| 3M | +2.8% | -7.2% | +10.0% | +3.5% |
| 6M | +30.6% | -21.5% | +52.1% | +34.1% |
| YTD | +19.9% | -37.4% | +57.3% | +27.0% |
| 1Y | +44.6% | -54.3% | +98.9% | +60.1% |
| 3Y | +272.1% | -20.3% | +292.4% | +275.0% |
| 5Y | +132.0% | -51.2% | +183.2% | +125.7% |
| All | +126.2% | -76.8% | +202.9% | +120.1% |
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