+626.9%
CEG vs CPNG
-28.7%
+655.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | +1.3% | -7.6% | +8.9% | +2.6% |
| 30D | +8.8% | -8.8% | +17.7% | +10.4% |
| 3M | +17.0% | -7.2% | +24.2% | +17.8% |
| 6M | -8.7% | -21.5% | +12.8% | -6.1% |
| YTD | -16.4% | -37.4% | +21.0% | -10.9% |
| 1Y | -1.8% | -54.3% | +52.6% | +10.1% |
| 3Y | +175.8% | -20.3% | +196.1% | +182.6% |
| All | +626.9% | -28.7% | +655.6% | +635.7% |
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