+114.9%
CB vs CPNG
-75.9%
+190.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.9% |
| 7D | +0.5% | -7.4% | +7.9% | +0.7% |
| 30D | -3.1% | -4.4% | +1.3% | -3.0% |
| 3M | +9.0% | -7.5% | +16.5% | +9.1% |
| 6M | +2.9% | -19.9% | +22.8% | +3.4% |
| YTD | +10.1% | -35.2% | +45.3% | +11.6% |
| 1Y | +22.8% | -46.8% | +69.6% | +25.3% |
| 3Y | +73.8% | -20.2% | +94.0% | +73.4% |
| 5Y | +99.2% | -48.4% | +147.6% | +93.9% |
| All | +114.9% | -75.9% | +190.8% | +103.4% |
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