+269.3%
C vs CPNG
-19.7%
+289.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.1% |
| 7D | +3.2% | -6.3% | +9.4% | +4.4% |
| 30D | +1.3% | -8.7% | +10.0% | +2.9% |
| 3M | +3.1% | -2.4% | +5.6% | +2.8% |
| 6M | +29.6% | -22.3% | +52.0% | +34.2% |
| YTD | +19.0% | -37.2% | +56.2% | +27.7% |
| 1Y | +45.6% | -53.0% | +98.6% | +64.9% |
| 3Y | +269.3% | -20.0% | +289.3% | +271.1% |
| All | +269.3% | -19.7% | +289.0% | +271.1% |
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 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