+131.6%
C vs CPNG
-53.2%
+184.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.2% |
| 7D | +3.2% | -6.3% | +9.4% | +4.3% |
| 30D | +1.3% | -8.7% | +10.0% | +2.7% |
| 3M | +3.1% | -2.4% | +5.6% | +3.0% |
| 6M | +29.6% | -22.3% | +52.0% | +33.8% |
| YTD | +19.0% | -37.2% | +56.2% | +26.9% |
| 1Y | +45.6% | -53.0% | +98.6% | +62.7% |
| 3Y | +269.3% | -20.0% | +289.3% | +271.3% |
| 5Y | +131.6% | -52.8% | +184.3% | +134.2% |
| All | +131.6% | -53.2% | +184.7% | +134.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling