+114.6%
CDE vs CPNG
-76.2%
+190.8%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -1.9% | +0.4% |
| 7D | -3.1% | -1.1% | -2.0% | -2.8% |
| 30D | +9.5% | -7.4% | +16.8% | +11.6% |
| 3M | +25.5% | -12.3% | +37.8% | +28.9% |
| 6M | -7.9% | -19.4% | +11.5% | -4.3% |
| YTD | +15.6% | -35.9% | +51.5% | +26.7% |
| 1Y | +34.0% | -53.4% | +87.5% | +58.3% |
| 3Y | +791.9% | -20.0% | +811.9% | +811.9% |
| 5Y | +197.7% | -49.6% | +247.3% | +197.0% |
| All | +114.6% | -76.2% | +190.8% | +110.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling