+29.2%
CB vs CPNG
-44.6%
+73.8%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.5% |
| 7D | +0.7% | +7.2% | -6.5% | +0.8% |
| 30D | +8.2% | +3.2% | +5.0% | +8.2% |
| 3M | +6.3% | +0.9% | +5.4% | +6.2% |
| 6M | +16.2% | -3.8% | +20.0% | +16.4% |
| YTD | +19.3% | -30.8% | +50.1% | +18.3% |
| 1Y | +29.2% | -43.5% | +72.8% | +28.3% |
| All | +29.2% | -44.6% | +73.8% | +28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling