+101.8%
C vs CPNG
-74.3%
+176.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.3% |
| 7D | -0.4% | +7.2% | -7.6% | -1.5% |
| 30D | -5.2% | +3.2% | -8.4% | -5.7% |
| 3M | -9.1% | +0.9% | -9.9% | -9.5% |
| 6M | -1.6% | -3.8% | +2.2% | -1.8% |
| YTD | +6.9% | -30.8% | +37.7% | +11.4% |
| 1Y | +23.0% | -43.5% | +66.5% | +31.8% |
| 3Y | +216.1% | +6.6% | +209.6% | +205.9% |
| 5Y | +112.2% | -45.3% | +157.6% | +103.3% |
| All | +101.8% | -74.3% | +176.1% | +93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling