+22.8%
CB vs CPNG
-54.7%
+77.5%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.3% |
| 7D | -2.8% | -5.4% | +2.7% | -2.9% |
| 30D | -2.4% | -11.1% | +8.7% | -2.8% |
| 3M | +2.8% | -3.0% | +5.7% | +2.9% |
| 6M | +4.8% | -23.5% | +28.3% | +4.8% |
| YTD | +9.2% | -37.8% | +47.0% | +8.4% |
| 1Y | +22.8% | -54.3% | +77.1% | +22.8% |
| All | +22.8% | -54.7% | +77.5% | +22.8% |
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